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  • EWY vs MKC✓SelectedUSD · MKCEWY vs MKC performance historyLatest closeAs of+0.46%09/09
Stock and ETF performance explorer

EWY vs MKC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,250.3%
MKC return
+906.2%
Excess return
+344.2%
Maximum drawdown
-74.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMKCExcessAlpha
1D+0.5%-0.8%+1.3%+0.8%
7D+6.7%-4.3%+11.0%+8.4%
30D+17.0%-3.1%+20.1%+18.0%
3M+3.7%+6.8%-3.2%-0.9%
6M+42.5%-18.3%+60.8%+51.2%
YTD+96.2%-23.1%+119.3%+112.4%
1Y+160.4%-23.7%+184.0%+181.2%
3Y+231.7%-31.0%+262.7%+264.9%
5Y+153.3%-33.5%+186.8%+175.5%
10Y+308.8%+30.3%+278.6%+193.9%
All+1,250.3%+906.2%+344.2%+357.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling