-16.8%
MCD vs EWJ
+26.8%
-43.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -2.9% | +1.0% | -3.9% | -2.8% |
| 30D | -6.7% | +1.0% | -7.7% | -6.7% |
| 3M | -9.6% | +7.2% | -16.8% | -9.7% |
| 6M | -22.3% | +13.9% | -36.2% | -23.1% |
| YTD | -15.4% | +20.8% | -36.2% | -16.1% |
| 1Y | -16.8% | +26.4% | -43.2% | -17.6% |
| All | -16.8% | +26.8% | -43.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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