-3.9%
MCD vs EFA
+16.9%
-20.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +4.0% | +5.9% |
| 7D | +11.9% | +2.0% | +9.9% | +11.4% |
| 30D | +20.2% | +1.6% | +18.6% | +19.8% |
| 3M | +5.2% | -1.5% | +6.7% | +5.3% |
| 6M | 0.0% | +6.6% | -6.6% | -1.7% |
| YTD | -6.5% | +11.8% | -18.3% | -9.7% |
| 1Y | -3.9% | +16.9% | -20.8% | -9.8% |
| All | -3.9% | +16.9% | -20.8% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling