+885.1%
EWY vs MCD
+1,316.5%
-431.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.2% |
| 7D | -10.2% | +7.3% | -17.5% | -13.1% |
| 30D | -21.5% | +20.0% | -41.4% | -28.0% |
| 3M | -14.7% | +3.8% | -18.5% | -16.7% |
| 6M | -26.8% | +3.8% | -30.6% | -29.4% |
| YTD | +43.2% | -5.9% | +49.0% | +44.3% |
| 1Y | +48.7% | -3.2% | +52.0% | +47.6% |
| 3Y | +147.9% | +13.3% | +134.7% | +123.3% |
| 5Y | +98.8% | +25.2% | +73.6% | +68.9% |
| 10Y | +216.5% | +213.3% | +3.2% | +66.4% |
| All | +885.1% | +1,316.5% | -431.3% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling