+1,624.4%
MCD vs EFA
+375.0%
+1,249.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -1.6% | +1.3% | -2.9% | -2.2% |
| 30D | +16.0% | +0.5% | +15.5% | +15.8% |
| 3M | 0.0% | -4.1% | +4.1% | +2.0% |
| 6M | +0.9% | +2.4% | -1.5% | -0.5% |
| YTD | -8.7% | +10.0% | -18.7% | -13.5% |
| 1Y | -8.6% | +11.4% | -20.0% | -13.9% |
| 3Y | +9.9% | +65.4% | -55.5% | -15.9% |
| 5Y | +22.6% | +49.6% | -27.0% | -2.2% |
| 10Y | +204.6% | +144.8% | +59.8% | +90.1% |
| All | +1,624.4% | +375.0% | +1,249.5% | +552.2% |
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