+591.5%
EWT vs MKC
+950.9%
-359.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +2.1% | -4.3% | +6.4% | +3.6% |
| 30D | +9.4% | -3.1% | +12.5% | +10.3% |
| 3M | +10.9% | +6.8% | +4.1% | +7.5% |
| 6M | +57.9% | -18.3% | +76.3% | +66.8% |
| YTD | +75.9% | -23.1% | +99.0% | +88.7% |
| 1Y | +89.7% | -23.7% | +113.4% | +103.1% |
| 3Y | +200.9% | -31.0% | +231.9% | +227.1% |
| 5Y | +154.5% | -33.5% | +188.0% | +173.8% |
| 10Y | +520.8% | +30.3% | +490.5% | +366.6% |
| All | +591.5% | +950.9% | -359.4% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling