-1.2%
MCD vs EEM
+90.7%
-91.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | -2.8% | +2.3% | -5.2% | -2.9% |
| 30D | -6.0% | +4.5% | -10.6% | -6.3% |
| 3M | -5.6% | -0.1% | -5.5% | -5.6% |
| 6M | -21.9% | +16.9% | -38.8% | -23.8% |
| YTD | -14.7% | +26.2% | -40.9% | -18.0% |
| 1Y | -17.3% | +40.5% | -57.8% | -22.3% |
| All | -1.2% | +90.7% | -91.9% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling