+19.0%
EWZ vs MKC
-18.6%
+37.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.1% |
| 7D | -1.5% | +2.3% | -3.8% | -1.8% |
| 30D | -24.5% | +8.1% | -32.6% | -25.3% |
| 3M | -10.7% | -6.4% | -4.3% | -10.3% |
| 6M | -19.1% | +1.8% | -20.9% | -19.8% |
| YTD | +1.6% | -26.9% | +28.5% | +5.6% |
| 1Y | +4.3% | -21.7% | +26.0% | +6.8% |
| 3Y | +19.0% | -18.7% | +37.7% | +19.0% |
| All | +19.0% | -18.6% | +37.5% | +19.0% |
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