+3,971.1%
MCK vs EWJ
+157.4%
+3,813.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.7% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +0.4% | +0.8% | -0.4% | +0.1% |
| 3M | +12.1% | +7.5% | +4.6% | +8.7% |
| 6M | -5.4% | +15.6% | -21.0% | -11.1% |
| YTD | +7.8% | +22.7% | -14.9% | -1.2% |
| 1Y | +22.9% | +26.4% | -3.5% | +11.3% |
| 3Y | +110.7% | +72.5% | +38.2% | +66.8% |
| 5Y | +346.2% | +52.4% | +293.7% | +267.2% |
| 10Y | +440.1% | +143.8% | +296.3% | +274.9% |
| All | +3,971.1% | +157.4% | +3,813.7% | +2,429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling