+22.7%
MCD vs EEM
+30.1%
-7.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.8% |
| 7D | +7.1% | -2.8% | +9.9% | +7.5% |
| 30D | +19.8% | -11.9% | +31.7% | +21.7% |
| 3M | +0.8% | -8.8% | +9.6% | +1.8% |
| 6M | -1.3% | -11.6% | +10.3% | -0.2% |
| YTD | -7.8% | +9.0% | -16.8% | -11.0% |
| 1Y | -5.0% | +10.6% | -15.5% | -8.7% |
| 3Y | +10.5% | +64.4% | -53.8% | -4.5% |
| All | +22.7% | +30.1% | -7.4% | +15.1% |
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