+180.0%
MCD vs EWZ
+83.4%
+96.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.4% |
| 7D | -2.0% | +5.6% | -7.6% | -3.2% |
| 30D | -6.1% | +9.3% | -15.4% | -7.9% |
| 3M | -7.3% | +15.7% | -22.9% | -10.2% |
| 6M | -20.9% | +7.4% | -28.4% | -22.4% |
| YTD | -14.7% | +22.7% | -37.3% | -18.8% |
| 1Y | -16.1% | +36.4% | -52.5% | -22.2% |
| 3Y | -1.5% | +50.4% | -51.9% | -11.6% |
| 5Y | +20.4% | +67.6% | -47.2% | +3.0% |
| 10Y | +180.0% | +84.1% | +96.0% | +119.9% |
| All | +180.0% | +83.4% | +96.6% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling