+6,973.4%
MCK vs EME
+63,295.5%
-56,322.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.7% |
| 7D | -2.9% | +3.5% | -6.4% | -3.6% |
| 30D | +0.4% | -6.3% | +6.8% | +1.5% |
| 3M | +12.1% | -3.8% | +15.9% | +11.7% |
| 6M | -5.4% | +8.5% | -14.0% | -8.5% |
| YTD | +7.8% | +27.8% | -20.0% | +0.9% |
| 1Y | +22.9% | +22.2% | +0.7% | +15.0% |
| 3Y | +110.7% | +253.5% | -142.7% | +53.3% |
| 5Y | +346.2% | +578.6% | -232.5% | +178.6% |
| 10Y | +440.1% | +1,355.6% | -915.4% | +179.8% |
| All | +6,973.4% | +63,295.5% | -56,322.1% | +2,538.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling