+36.2%
EMB vs MKC
+25.8%
+10.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -0.9% | -3.0% | +2.1% | -0.6% |
| 30D | +0.4% | +4.8% | -4.5% | -0.1% |
| 3M | -3.1% | -12.8% | +9.7% | -2.0% |
| 6M | -2.1% | +5.0% | -7.1% | -2.8% |
| YTD | -1.1% | -29.1% | +28.0% | +1.9% |
| 1Y | -0.1% | -26.4% | +26.3% | +2.5% |
| 3Y | +29.6% | -21.6% | +51.2% | +31.3% |
| 5Y | +7.2% | -35.2% | +42.4% | +10.1% |
| All | +36.2% | +25.8% | +10.3% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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