+50.3%
EWZ vs MKC
+25.4%
+24.9%
-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% | +3.0% | +2.3% |
| 7D | +1.4% | -1.9% | +3.3% | +2.0% |
| 30D | -25.1% | +8.0% | -33.1% | -27.1% |
| 3M | -7.7% | -8.6% | +0.9% | -5.4% |
| 6M | -15.8% | +1.1% | -16.9% | -17.1% |
| YTD | +3.6% | -27.7% | +31.3% | +13.8% |
| 1Y | +5.5% | -23.7% | +29.2% | +13.4% |
| 3Y | +22.1% | -19.4% | +41.5% | +25.2% |
| 5Y | +58.3% | -33.3% | +91.7% | +70.4% |
| 10Y | +50.3% | +24.0% | +26.3% | +15.3% |
| All | +50.3% | +25.4% | +24.9% | +15.3% |
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