+31.8%
MCK vs EME
+19.7%
+12.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.3% |
| 7D | +1.7% | +1.9% | -0.1% | +1.9% |
| 30D | +3.6% | -8.3% | +11.9% | +3.1% |
| 3M | +20.1% | -10.7% | +30.8% | +20.5% |
| 6M | -7.0% | +1.9% | -8.9% | -7.6% |
| YTD | +11.0% | +23.5% | -12.4% | +11.1% |
| 1Y | +31.8% | +18.0% | +13.9% | +30.4% |
| All | +31.8% | +19.7% | +12.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling