+21.6%
MCD vs EWJ
+53.7%
-32.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.8% | +2.5% | -5.3% | -3.4% |
| 30D | -6.0% | +3.3% | -9.3% | -6.7% |
| 3M | -5.6% | +5.0% | -10.6% | -6.8% |
| 6M | -21.9% | +11.5% | -33.4% | -24.2% |
| YTD | -14.7% | +22.4% | -37.1% | -19.4% |
| 1Y | -17.3% | +30.2% | -47.5% | -23.4% |
| 3Y | -2.2% | +72.8% | -75.0% | -18.5% |
| All | +21.6% | +53.7% | -32.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling