+427.0%
MCK vs EWT
+523.5%
-96.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.8% | -0.3% |
| 7D | -2.9% | -1.1% | -1.8% | -2.7% |
| 30D | +0.4% | +4.5% | -4.0% | -0.4% |
| 3M | +12.1% | +8.3% | +3.8% | +9.7% |
| 6M | -5.4% | +54.2% | -59.7% | -16.2% |
| YTD | +7.8% | +74.6% | -66.8% | -7.7% |
| 1Y | +22.9% | +84.9% | -62.0% | +3.4% |
| 3Y | +110.7% | +197.5% | -86.8% | +46.2% |
| 5Y | +346.2% | +150.6% | +195.6% | +232.0% |
| All | +427.0% | +523.5% | -96.5% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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