+19.4%
MCD vs VWO
+35.7%
-16.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | -6.7% | +0.9% | -7.6% | -6.9% |
| 3M | -9.6% | +4.3% | -13.8% | -10.4% |
| 6M | -22.3% | +10.5% | -32.8% | -24.2% |
| YTD | -15.4% | +13.4% | -28.8% | -18.1% |
| 1Y | -16.8% | +18.6% | -35.4% | -20.4% |
| 3Y | -2.4% | +65.8% | -68.2% | -15.0% |
| 5Y | +19.4% | +35.2% | -15.9% | +9.9% |
| All | +19.4% | +35.7% | -16.3% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling