+443.1%
EWZ vs MCK
+4,274.5%
-3,831.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.8% |
| 7D | +5.6% | -1.9% | +7.5% | +6.3% |
| 30D | +9.3% | +2.4% | +6.9% | +8.2% |
| 3M | +15.7% | +16.1% | -0.4% | +8.7% |
| 6M | +7.4% | -3.1% | +10.5% | +7.6% |
| YTD | +22.7% | +8.7% | +14.0% | +16.7% |
| 1Y | +36.4% | +28.1% | +8.3% | +21.3% |
| 3Y | +50.4% | +114.1% | -63.7% | +5.1% |
| 5Y | +67.6% | +342.5% | -274.9% | -14.7% |
| 10Y | +84.1% | +424.1% | -340.1% | -18.2% |
| All | +443.1% | +4,274.5% | -3,831.4% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling