+110.7%
MCK vs EWT
+198.4%
-87.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.8% | +0.3% |
| 7D | -2.9% | -1.1% | -1.8% | -3.1% |
| 30D | +0.4% | +4.5% | -4.0% | +1.1% |
| 3M | +12.1% | +8.3% | +3.8% | +13.7% |
| 6M | -5.4% | +54.2% | -59.7% | -1.9% |
| YTD | +7.8% | +74.6% | -66.8% | +13.1% |
| 1Y | +22.9% | +84.9% | -62.0% | +29.7% |
| 3Y | +110.7% | +197.5% | -86.8% | +140.2% |
| All | +110.7% | +198.4% | -87.7% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling