+148.7%
EWY vs MCK
+345.1%
-196.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.3% |
| 7D | -0.1% | -2.9% | +2.8% | -0.3% |
| 30D | +7.3% | +0.4% | +6.9% | +7.4% |
| 3M | -5.1% | +12.1% | -17.2% | -4.5% |
| 6M | +42.1% | -5.4% | +47.5% | +44.9% |
| YTD | +94.1% | +7.8% | +86.3% | +96.6% |
| 1Y | +147.8% | +22.9% | +124.9% | +148.7% |
| 3Y | +222.9% | +110.7% | +112.2% | +200.8% |
| All | +148.7% | +345.1% | -196.4% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling