+303.5%
EWY vs MKC
+29.9%
+273.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.2% |
| 7D | -0.1% | -1.5% | +1.4% | +0.2% |
| 30D | +7.3% | -3.1% | +10.4% | +7.8% |
| 3M | -5.1% | +5.2% | -10.3% | -7.1% |
| 6M | +42.1% | -12.8% | +54.9% | +45.7% |
| YTD | +94.1% | -23.3% | +117.4% | +105.6% |
| 1Y | +147.8% | -24.1% | +171.9% | +162.5% |
| 3Y | +222.9% | -32.1% | +255.0% | +249.0% |
| 5Y | +150.6% | -32.8% | +183.4% | +166.2% |
| All | +303.5% | +29.9% | +273.6% | +237.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling