+12.8%
EFA vs MCK
+27.9%
-15.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -1.6% | +9.3% | -10.9% | -1.3% |
| 30D | -1.5% | +16.3% | -17.8% | -0.9% |
| 3M | -4.4% | +22.3% | -26.7% | -3.6% |
| 6M | +2.2% | +34.1% | -31.9% | +3.8% |
| YTD | +8.6% | +31.1% | -22.4% | +11.4% |
| 1Y | +12.8% | +27.5% | -14.7% | +15.5% |
| All | +12.8% | +27.9% | -15.1% | +15.5% |
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