+181.3%
MCD vs EFA
+141.5%
+39.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | -2.9% | -0.5% | -2.4% | -2.6% |
| 30D | -6.7% | -1.3% | -5.4% | -6.0% |
| 3M | -9.6% | +5.2% | -14.8% | -12.5% |
| 6M | -22.3% | +9.4% | -31.7% | -26.9% |
| YTD | -15.4% | +12.7% | -28.2% | -22.1% |
| 1Y | -16.8% | +19.3% | -36.1% | -26.1% |
| 3Y | -2.4% | +66.3% | -68.7% | -31.3% |
| 5Y | +19.4% | +53.4% | -34.0% | -11.4% |
| 10Y | +181.3% | +144.4% | +36.9% | +49.3% |
| All | +181.3% | +141.5% | +39.8% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling