+6.3%
EMB vs MKC
-33.9%
+40.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.1% | -2.8% | +1.7% | -0.9% |
| 30D | -1.1% | -3.4% | +2.3% | -0.8% |
| 3M | -0.8% | +3.8% | -4.5% | -1.2% |
| 6M | -0.1% | -17.9% | +17.9% | +1.5% |
| YTD | +0.4% | -23.6% | +24.1% | +2.6% |
| 1Y | +3.3% | -23.1% | +26.4% | +5.4% |
| 3Y | +29.0% | -31.5% | +60.6% | +32.7% |
| 5Y | +6.3% | -33.1% | +39.4% | +8.9% |
| All | +6.3% | -33.9% | +40.3% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling