+164.3%
EWY vs MCK
+32.0%
+132.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.1% |
| 7D | +4.8% | +1.7% | +3.1% | +5.6% |
| 30D | +11.7% | +3.6% | +8.0% | +13.4% |
| 3M | -7.4% | +20.1% | -27.5% | -1.0% |
| 6M | +40.6% | -7.0% | +47.6% | +52.6% |
| YTD | +94.3% | +11.0% | +83.2% | +113.6% |
| 1Y | +164.3% | +31.8% | +132.4% | +205.4% |
| All | +164.3% | +32.0% | +132.3% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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