+18.7%
EWZ vs MKC
-21.4%
+40.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +0.8% | -3.0% | +3.7% | +1.1% |
| 30D | -24.4% | +4.8% | -29.2% | -24.8% |
| 3M | -4.6% | -12.8% | +8.2% | -3.3% |
| 6M | -11.6% | +5.0% | -16.6% | -12.8% |
| YTD | +2.4% | -29.1% | +31.4% | +6.7% |
| 1Y | +2.1% | -26.4% | +28.5% | +5.6% |
| 3Y | +18.7% | -21.6% | +40.3% | +19.8% |
| All | +18.7% | -21.4% | +40.1% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling