+1.5%
MCD vs EWJ
+0.6%
+0.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.4% |
| 7D | -1.9% | -1.9% | -0.1% | -2.2% |
| 30D | +16.6% | -5.3% | +22.0% | +15.3% |
| 3M | +0.9% | -4.3% | +5.3% | +0.2% |
| 6M | +1.5% | +0.4% | +1.1% | +1.8% |
| All | +1.5% | +0.6% | +0.9% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling