+55.0%
EWZ vs MKC
-33.7%
+88.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.5% |
| 7D | +6.5% | -5.9% | +12.4% | +7.6% |
| 30D | +4.8% | -0.9% | +5.7% | +4.9% |
| 3M | +9.9% | +12.7% | -2.8% | +7.1% |
| 6M | +1.9% | -19.3% | +21.2% | +5.8% |
| YTD | +20.3% | -22.2% | +42.5% | +25.4% |
| 1Y | +35.6% | -23.3% | +59.0% | +41.6% |
| 3Y | +43.4% | -30.0% | +73.4% | +51.7% |
| All | +55.0% | -33.7% | +88.7% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling