+1,308.1%
MCD vs VWO
+328.1%
+980.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.8% |
| 7D | -2.8% | +1.1% | -3.9% | -3.2% |
| 30D | -6.0% | +2.4% | -8.4% | -6.8% |
| 3M | -5.6% | +2.0% | -7.6% | -6.5% |
| 6M | -21.9% | +10.7% | -32.5% | -24.9% |
| YTD | -14.7% | +14.4% | -29.1% | -19.0% |
| 1Y | -17.3% | +22.7% | -40.0% | -23.4% |
| 3Y | -2.2% | +64.2% | -66.4% | -18.7% |
| 5Y | +20.3% | +35.8% | -15.5% | +5.8% |
| 10Y | +180.7% | +114.7% | +66.0% | +108.1% |
| All | +1,308.1% | +328.1% | +980.0% | +612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling