+25.2%
MCD vs EFA
+50.3%
-25.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +7.3% | +1.2% | +6.0% | +6.8% |
| 30D | +20.0% | +0.9% | +19.0% | +19.6% |
| 3M | +3.8% | -3.4% | +7.2% | +5.1% |
| 6M | +3.8% | +2.0% | +1.8% | +2.8% |
| YTD | -5.9% | +10.4% | -16.3% | -9.8% |
| 1Y | -3.2% | +13.3% | -16.5% | -8.3% |
| 3Y | +13.3% | +65.9% | -52.7% | -9.0% |
| 5Y | +25.2% | +51.5% | -26.2% | +7.7% |
| All | +25.2% | +50.3% | -25.0% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling