+3,244.2%
MCD vs EEM
+753.6%
+2,490.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +0.9% |
| 7D | +5.9% | -0.1% | +6.1% | +5.9% |
| 30D | +19.6% | -8.6% | +28.3% | +22.9% |
| 3M | +3.3% | -7.0% | +10.3% | +5.3% |
| 6M | +3.5% | -9.7% | +13.2% | +5.7% |
| YTD | -6.1% | +12.1% | -18.2% | -11.1% |
| 1Y | -3.7% | +14.1% | -17.7% | -9.3% |
| 3Y | +13.4% | +72.1% | -58.8% | -7.8% |
| 5Y | +25.2% | +34.1% | -8.9% | +9.6% |
| 10Y | +211.3% | +109.6% | +101.6% | +132.2% |
| All | +3,244.2% | +753.6% | +2,490.6% | +1,061.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling