+205.8%
MCD vs EWT
+384.1%
-178.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -1.5% |
| 7D | +7.1% | -11.7% | +18.9% | +10.1% |
| 30D | +19.8% | -23.2% | +43.0% | +27.1% |
| 3M | +0.8% | -12.5% | +13.3% | +3.3% |
| 6M | -1.3% | -5.9% | +4.6% | -2.2% |
| YTD | -7.8% | +40.5% | -48.2% | -20.0% |
| 1Y | -5.0% | +43.7% | -48.7% | -18.3% |
| 3Y | +10.5% | +136.6% | -126.1% | -23.9% |
| 5Y | +22.0% | +105.1% | -83.1% | -10.9% |
| All | +205.8% | +384.1% | -178.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling