+1,968.6%
MCD vs EWJ
+140.6%
+1,828.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.2% |
| 7D | -1.9% | -1.9% | -0.1% | -1.4% |
| 30D | +16.6% | -5.3% | +22.0% | +18.6% |
| 3M | +0.9% | -4.3% | +5.3% | +2.2% |
| 6M | +1.5% | +0.4% | +1.1% | +0.7% |
| YTD | -8.3% | +14.7% | -23.0% | -13.3% |
| 1Y | -8.1% | +14.7% | -22.9% | -13.1% |
| 3Y | +10.3% | +66.2% | -55.9% | -8.9% |
| 5Y | +23.4% | +50.2% | -26.8% | +4.8% |
| 10Y | +205.9% | +127.1% | +78.9% | +127.2% |
| All | +1,968.6% | +140.6% | +1,828.0% | +1,225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling