+27.5%
MCK vs EWJ
+11.6%
+15.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | -1.0% |
| 7D | +9.3% | -7.0% | +16.3% | +7.7% |
| 30D | +16.3% | -11.1% | +27.4% | +13.5% |
| 3M | +22.3% | -7.3% | +29.6% | +20.5% |
| 6M | +34.1% | -0.6% | +34.7% | +33.3% |
| YTD | +31.1% | +9.9% | +21.2% | +27.5% |
| 1Y | +27.5% | +11.2% | +16.3% | +23.9% |
| All | +27.5% | +11.6% | +15.9% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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