+212.8%
EWY vs MKC
-31.7%
+244.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.2% |
| 7D | +1.2% | -2.8% | +4.0% | +1.0% |
| 30D | +9.3% | -3.4% | +12.7% | +9.0% |
| 3M | +2.4% | +3.8% | -1.3% | +2.5% |
| 6M | +40.3% | -17.9% | +58.2% | +44.4% |
| YTD | +88.0% | -23.6% | +111.6% | +95.1% |
| 1Y | +143.8% | -23.1% | +166.9% | +152.8% |
| All | +212.8% | -31.7% | +244.4% | +225.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling