-15.2%
MCD vs VWO
+16.1%
-31.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.2% |
| 7D | -2.5% | -1.7% | -0.8% | -2.6% |
| 30D | -7.0% | -0.3% | -6.7% | -7.1% |
| 3M | -9.8% | +4.0% | -13.8% | -9.9% |
| 6M | -21.8% | +8.1% | -29.9% | -22.5% |
| YTD | -15.6% | +11.6% | -27.2% | -16.1% |
| 1Y | -15.2% | +16.2% | -31.4% | -16.3% |
| All | -15.2% | +16.1% | -31.3% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling