+64.2%
EWZ vs MKC
+24.3%
+39.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | +0.1% | -7.3% | +7.4% | +2.5% |
| 30D | -25.9% | +4.0% | -29.8% | -27.0% |
| 3M | -6.1% | -11.5% | +5.3% | -2.8% |
| 6M | -16.1% | +1.1% | -17.2% | -17.4% |
| YTD | +1.0% | -29.9% | +30.9% | +11.9% |
| 1Y | 0.0% | -27.0% | +27.0% | +9.0% |
| 3Y | +16.8% | -22.3% | +39.2% | +21.3% |
| 5Y | +52.1% | -36.0% | +88.1% | +66.1% |
| All | +64.2% | +24.3% | +39.9% | +29.1% |
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 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