+42.1%
EWY vs MCK
-4.1%
+46.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.3% |
| 7D | -0.1% | -2.9% | +2.8% | -3.0% |
| 30D | +7.3% | +0.4% | +6.9% | +8.0% |
| 3M | -5.1% | +12.1% | -17.2% | +11.9% |
| 6M | +42.1% | -5.4% | +47.5% | +89.6% |
| All | +42.1% | -4.1% | +46.2% | +89.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling