+30.1%
MCK vs EME
+19.6%
+10.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.0% | +7.3% | +3.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | +4.9% | -10.4% | +15.3% | +4.2% |
| 3M | +16.3% | -8.9% | +25.2% | +16.5% |
| 6M | -3.0% | +5.7% | -8.7% | -3.7% |
| YTD | +11.4% | +22.7% | -11.4% | +11.6% |
| All | +30.1% | +19.6% | +10.5% | +29.7% |
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