-16.1%
MCD vs EWT
+92.3%
-108.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -2.0% | +1.6% | -3.7% | -1.9% |
| 30D | -6.1% | +8.2% | -14.3% | -5.5% |
| 3M | -7.3% | +11.1% | -18.3% | -6.5% |
| 6M | -20.9% | +60.4% | -81.4% | -20.0% |
| YTD | -14.7% | +75.6% | -90.2% | -12.7% |
| 1Y | -16.1% | +91.3% | -107.4% | -11.9% |
| All | -16.1% | +92.3% | -108.4% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling