+349.8%
EWZ vs MKC
+906.0%
-556.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +2.3% |
| 7D | -1.5% | +2.3% | -3.8% | -2.7% |
| 30D | -24.5% | +8.1% | -32.6% | -27.7% |
| 3M | -10.7% | -6.4% | -4.3% | -8.5% |
| 6M | -19.1% | +1.8% | -20.9% | -21.2% |
| YTD | +1.6% | -26.9% | +28.5% | +15.2% |
| 1Y | +4.3% | -21.7% | +26.0% | +13.8% |
| 3Y | +19.0% | -18.7% | +37.7% | +22.8% |
| 5Y | +57.7% | -32.8% | +90.5% | +73.7% |
| 10Y | +51.3% | +27.0% | +24.4% | +5.9% |
| All | +349.8% | +906.0% | -556.2% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling