+149.4%
EWT vs MKC
-33.0%
+182.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | -1.1% | -1.5% | +0.3% | -1.1% |
| 30D | +4.5% | -3.1% | +7.6% | +4.6% |
| 3M | +8.3% | +5.2% | +3.1% | +7.8% |
| 6M | +54.2% | -12.8% | +67.1% | +56.3% |
| YTD | +74.6% | -23.3% | +97.9% | +79.2% |
| 1Y | +84.9% | -24.1% | +109.0% | +89.9% |
| 3Y | +197.5% | -32.1% | +229.6% | +209.5% |
| All | +149.4% | -33.0% | +182.4% | +157.2% |
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