+427.0%
MCK vs EWJ
+144.4%
+282.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.8% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +0.4% | +0.8% | -0.4% | 0.0% |
| 3M | +12.1% | +7.5% | +4.6% | +8.2% |
| 6M | -5.4% | +15.6% | -21.0% | -12.3% |
| YTD | +7.8% | +22.7% | -14.9% | -3.3% |
| 1Y | +22.9% | +26.4% | -3.5% | +8.4% |
| 3Y | +110.7% | +72.5% | +38.2% | +51.3% |
| 5Y | +346.2% | +52.4% | +293.7% | +251.2% |
| All | +427.0% | +144.4% | +282.6% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling