+0.9%
MCD vs VWO
-5.0%
+5.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.6% |
| 7D | -1.6% | +4.0% | -5.6% | -1.2% |
| 30D | +16.0% | -5.4% | +21.5% | +14.4% |
| 3M | 0.0% | -6.4% | +6.4% | -1.5% |
| 6M | +0.9% | -4.7% | +5.6% | -0.3% |
| All | +0.9% | -5.0% | +5.9% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling