+21.6%
MCD vs EEM
+45.0%
-23.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.8% |
| 7D | -2.8% | +2.3% | -5.2% | -3.1% |
| 30D | -6.0% | +4.5% | -10.6% | -6.6% |
| 3M | -5.6% | -0.1% | -5.5% | -5.8% |
| 6M | -21.9% | +16.9% | -38.8% | -24.6% |
| YTD | -14.7% | +26.2% | -40.9% | -19.2% |
| 1Y | -17.3% | +40.5% | -57.8% | -23.6% |
| 3Y | -2.2% | +86.2% | -88.3% | -16.3% |
| All | +21.6% | +45.0% | -23.4% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling