+842.3%
EEM vs MCK
+4,182.7%
-3,340.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -1.3% | -2.9% | +1.7% | -0.2% |
| 30D | +2.1% | +0.4% | +1.7% | +1.8% |
| 3M | +1.0% | +12.1% | -11.1% | -3.8% |
| 6M | +15.9% | -5.4% | +21.4% | +16.7% |
| YTD | +24.6% | +7.8% | +16.9% | +18.7% |
| 1Y | +32.3% | +22.9% | +9.3% | +19.4% |
| 3Y | +85.9% | +110.7% | -24.8% | +32.1% |
| 5Y | +45.4% | +346.2% | -300.8% | -26.1% |
| 10Y | +130.1% | +440.1% | -310.1% | -2.5% |
| All | +842.3% | +4,182.7% | -3,340.4% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling