+20.4%
MCD vs EWZ
+60.6%
-40.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.2% |
| 7D | -2.0% | +5.6% | -7.6% | -2.6% |
| 30D | -6.1% | +9.3% | -15.4% | -7.1% |
| 3M | -7.3% | +15.7% | -22.9% | -8.9% |
| 6M | -20.9% | +7.4% | -28.4% | -21.7% |
| YTD | -14.7% | +22.7% | -37.3% | -17.0% |
| 1Y | -16.1% | +36.4% | -52.5% | -19.7% |
| 3Y | -1.5% | +50.4% | -51.9% | -7.6% |
| 5Y | +20.4% | +67.6% | -47.2% | +12.0% |
| All | +20.4% | +60.6% | -40.2% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling