+1,406.8%
MCD vs VWO
+293.9%
+1,112.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -1.6% | +4.0% | -5.6% | -2.9% |
| 30D | +16.0% | -5.4% | +21.5% | +18.1% |
| 3M | 0.0% | -6.4% | +6.4% | +2.0% |
| 6M | +0.9% | -4.7% | +5.6% | +2.1% |
| YTD | -8.7% | +5.3% | -14.0% | -11.0% |
| 1Y | -8.6% | +4.3% | -12.9% | -10.6% |
| 3Y | +9.9% | +55.9% | -46.1% | -7.3% |
| 5Y | +22.6% | +25.7% | -3.1% | +10.6% |
| 10Y | +204.6% | +111.0% | +93.6% | +127.4% |
| All | +1,406.8% | +293.9% | +1,112.9% | +683.2% |
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