+10.5%
MCD vs EWZ
+19.2%
-8.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +7.1% | -1.5% | +8.6% | +7.2% |
| 30D | +19.8% | -24.5% | +44.3% | +21.8% |
| 3M | +0.8% | -10.7% | +11.5% | +0.7% |
| 6M | -1.3% | -19.1% | +17.8% | -0.3% |
| YTD | -7.8% | +1.6% | -9.4% | -9.7% |
| 1Y | -5.0% | +4.3% | -9.2% | -7.4% |
| 3Y | +10.5% | +19.0% | -8.4% | +3.0% |
| All | +10.5% | +19.2% | -8.7% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling