+13.4%
MCD vs EWT
+153.9%
-140.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.2% | -5.4% | +1.9% |
| 7D | +5.9% | -5.0% | +10.9% | +5.8% |
| 30D | +19.6% | -16.3% | +36.0% | +19.1% |
| 3M | +3.3% | -7.2% | +10.5% | +3.0% |
| 6M | +3.5% | -0.5% | +4.0% | +2.8% |
| YTD | -6.1% | +50.6% | -56.7% | -8.4% |
| 1Y | -3.7% | +54.8% | -58.5% | -6.2% |
| 3Y | +13.4% | +155.5% | -142.1% | +2.4% |
| All | +13.4% | +153.9% | -140.5% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling