+40.5%
EEM vs MCK
+32.0%
+8.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.6% |
| 7D | +2.3% | +1.7% | +0.6% | +2.6% |
| 30D | +4.5% | +3.6% | +0.9% | +5.1% |
| 3M | -0.1% | +20.1% | -20.1% | +2.4% |
| 6M | +16.9% | -7.0% | +24.0% | +21.1% |
| YTD | +26.2% | +11.0% | +15.2% | +30.8% |
| 1Y | +40.5% | +31.8% | +8.7% | +46.6% |
| All | +40.5% | +32.0% | +8.5% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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