+222.9%
EWY vs MCK
+112.3%
+110.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.3% |
| 7D | -0.1% | -2.9% | +2.8% | -0.6% |
| 30D | +7.3% | +0.4% | +6.9% | +7.5% |
| 3M | -5.1% | +12.1% | -17.2% | -2.8% |
| 6M | +42.1% | -5.4% | +47.5% | +46.2% |
| YTD | +94.1% | +7.8% | +86.3% | +100.9% |
| 1Y | +147.8% | +22.9% | +124.9% | +158.0% |
| 3Y | +222.9% | +110.7% | +112.2% | +243.9% |
| All | +222.9% | +112.3% | +110.6% | +243.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling