+95.3%
EWZ vs MKC
+27.7%
+67.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +5.6% | -4.3% | +9.9% | +7.1% |
| 30D | +9.3% | -2.0% | +11.3% | +9.8% |
| 3M | +15.7% | +10.0% | +5.7% | +11.2% |
| 6M | +7.4% | -18.5% | +26.0% | +14.3% |
| YTD | +22.7% | -22.4% | +45.1% | +32.1% |
| 1Y | +36.4% | -23.6% | +60.0% | +47.2% |
| 3Y | +50.4% | -30.4% | +80.8% | +65.6% |
| 5Y | +67.6% | -34.2% | +101.8% | +84.4% |
| All | +95.3% | +27.7% | +67.6% | +47.7% |
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