+1,404.8%
MCD vs EWT
+594.1%
+810.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | -2.8% | +4.0% | -6.8% | -3.7% |
| 30D | -6.0% | +10.3% | -16.3% | -8.1% |
| 3M | -5.6% | +6.1% | -11.7% | -7.5% |
| 6M | -21.9% | +56.6% | -78.5% | -30.4% |
| YTD | -14.7% | +76.6% | -91.3% | -26.3% |
| 1Y | -17.3% | +97.9% | -115.1% | -30.6% |
| 3Y | -2.2% | +198.0% | -200.1% | -26.7% |
| 5Y | +20.3% | +151.8% | -131.5% | -6.7% |
| 10Y | +180.7% | +514.1% | -333.4% | +75.2% |
| All | +1,404.8% | +594.1% | +810.7% | +623.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling