+64.6%
EWZ vs MCK
+342.6%
-278.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +1.1% | -4.4% | +5.5% | +1.5% |
| 30D | +13.5% | -2.2% | +15.7% | +13.7% |
| 3M | +15.2% | +11.6% | +3.7% | +13.9% |
| 6M | +3.7% | -4.9% | +8.7% | +4.3% |
| YTD | +22.5% | +7.7% | +14.8% | +21.4% |
| 1Y | +35.3% | +25.2% | +10.0% | +31.6% |
| 3Y | +50.2% | +112.1% | -61.9% | +28.7% |
| 5Y | +64.6% | +345.8% | -281.3% | +13.5% |
| All | +64.6% | +342.6% | -278.0% | +13.5% |
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