+128.5%
EEM vs MCK
+442.8%
-314.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -1.3% | -2.9% | +1.7% | -0.8% |
| 30D | +2.1% | +0.4% | +1.7% | +2.0% |
| 3M | +1.0% | +12.1% | -11.1% | -1.1% |
| 6M | +15.9% | -5.4% | +21.4% | +16.7% |
| YTD | +24.6% | +7.8% | +16.9% | +22.2% |
| 1Y | +32.3% | +22.9% | +9.3% | +26.3% |
| 3Y | +85.9% | +110.7% | -24.8% | +56.5% |
| 5Y | +45.4% | +346.2% | -300.8% | +0.7% |
| All | +128.5% | +442.8% | -314.3% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling