+177.5%
MCD vs VWO
+115.6%
+61.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.4% |
| 7D | -2.5% | -1.7% | -0.8% | -1.9% |
| 30D | -7.0% | -0.3% | -6.7% | -7.0% |
| 3M | -9.8% | +4.0% | -13.8% | -11.4% |
| 6M | -21.8% | +8.1% | -29.9% | -24.7% |
| YTD | -15.6% | +11.6% | -27.2% | -20.0% |
| 1Y | -15.2% | +16.2% | -31.4% | -21.1% |
| 3Y | -2.6% | +63.3% | -65.8% | -23.1% |
| 5Y | +18.9% | +33.4% | -14.5% | +2.7% |
| All | +177.5% | +115.6% | +61.9% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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