+55.2%
EWT vs MKC
-18.2%
+73.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -0.2% |
| 7D | -10.9% | +9.6% | -20.5% | -9.3% |
| 30D | -17.7% | +12.0% | -29.8% | -15.9% |
| 3M | -5.0% | -2.0% | -3.0% | -4.9% |
| 6M | +7.4% | +7.2% | +0.2% | +9.2% |
| YTD | +52.8% | -23.7% | +76.6% | +54.1% |
| 1Y | +55.2% | -18.3% | +73.5% | +58.4% |
| All | +55.2% | -18.2% | +73.4% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling