+1,492.3%
MCK vs EMB
+131.4%
+1,360.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +1.4% | -0.3% | +1.7% | +1.6% |
| 3M | +13.8% | -0.3% | +14.1% | +13.9% |
| 6M | -5.2% | +0.7% | -5.9% | -5.6% |
| YTD | +9.0% | +1.3% | +7.8% | +8.3% |
| 1Y | +26.9% | +4.7% | +22.2% | +24.3% |
| 3Y | +114.7% | +30.1% | +84.7% | +90.9% |
| 5Y | +347.1% | +6.9% | +340.3% | +335.1% |
| 10Y | +446.4% | +30.7% | +415.6% | +388.5% |
| All | +1,492.3% | +131.4% | +1,360.9% | +1,141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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