+1,626.8%
MCD vs EWZ
+355.2%
+1,271.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +7.3% | +1.3% | +5.9% | +7.0% |
| 30D | +20.0% | -26.2% | +46.1% | +26.3% |
| 3M | +3.8% | -8.6% | +12.5% | +4.7% |
| 6M | +3.8% | -17.0% | +20.8% | +6.4% |
| YTD | -5.9% | +2.2% | -8.0% | -7.6% |
| 1Y | -3.2% | +2.7% | -5.9% | -5.2% |
| 3Y | +13.3% | +18.2% | -4.9% | +7.0% |
| 5Y | +25.2% | +56.0% | -30.8% | +9.9% |
| 10Y | +213.3% | +60.8% | +152.5% | +158.3% |
| All | +1,626.8% | +355.2% | +1,271.6% | +987.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling