-17.3%
MCD vs EWZ
+36.3%
-53.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.8% | +6.5% | -9.3% | -3.0% |
| 30D | -6.0% | +4.8% | -10.9% | -6.1% |
| 3M | -5.6% | +9.9% | -15.5% | -5.9% |
| 6M | -21.9% | +1.9% | -23.8% | -21.8% |
| YTD | -14.7% | +20.3% | -35.0% | -15.3% |
| 1Y | -17.3% | +35.6% | -52.9% | -18.5% |
| All | -17.3% | +36.3% | -53.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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