+1,511.4%
MCD vs EFA
+394.8%
+1,116.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.8% | +0.6% | -3.4% | -3.1% |
| 30D | -6.0% | +0.9% | -6.9% | -6.4% |
| 3M | -5.6% | +4.9% | -10.5% | -8.0% |
| 6M | -21.9% | +8.6% | -30.4% | -25.4% |
| YTD | -14.7% | +14.6% | -29.3% | -20.8% |
| 1Y | -17.3% | +22.6% | -39.9% | -25.8% |
| 3Y | -2.2% | +66.5% | -68.7% | -25.3% |
| 5Y | +20.3% | +54.5% | -34.2% | -5.7% |
| 10Y | +180.7% | +144.8% | +35.9% | +74.9% |
| All | +1,511.4% | +394.8% | +1,116.6% | +497.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling