+180.0%
MCD vs EEM
+124.9%
+55.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -2.0% | +3.1% | -5.1% | -3.1% |
| 30D | -6.1% | +4.9% | -11.0% | -7.8% |
| 3M | -7.3% | +5.2% | -12.5% | -9.5% |
| 6M | -20.9% | +20.7% | -41.6% | -27.5% |
| YTD | -14.7% | +26.5% | -41.1% | -23.4% |
| 1Y | -16.1% | +37.8% | -54.0% | -27.5% |
| 3Y | -1.5% | +91.0% | -92.5% | -26.9% |
| 5Y | +20.4% | +47.0% | -26.6% | +0.2% |
| 10Y | +180.0% | +125.6% | +54.4% | +87.8% |
| All | +180.0% | +124.9% | +55.1% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling