+193.4%
MCD vs EWZ
+68.6%
+124.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +14.1% | -24.4% | +38.5% | +19.9% |
| 3M | +0.6% | -4.6% | +5.2% | +0.4% |
| 6M | 0.0% | -11.6% | +11.6% | +1.3% |
| YTD | -9.3% | +2.4% | -11.7% | -11.4% |
| 1Y | -9.3% | +2.1% | -11.4% | -11.5% |
| 3Y | +8.6% | +18.7% | -10.1% | +1.4% |
| 5Y | +21.9% | +54.2% | -32.3% | +4.6% |
| All | +193.4% | +68.6% | +124.9% | +139.7% |
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