+2,630.5%
MCK vs VWO
+320.5%
+2,310.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -2.9% | -1.8% | -1.1% | -2.2% |
| 30D | +0.4% | -0.1% | +0.5% | +0.4% |
| 3M | +12.1% | +2.2% | +9.9% | +10.7% |
| 6M | -5.4% | +8.8% | -14.2% | -9.4% |
| YTD | +7.8% | +12.4% | -4.6% | +1.7% |
| 1Y | +22.9% | +15.6% | +7.4% | +14.6% |
| 3Y | +110.7% | +62.5% | +48.2% | +67.4% |
| 5Y | +346.2% | +34.3% | +311.9% | +279.2% |
| 10Y | +440.1% | +114.8% | +325.4% | +267.9% |
| All | +2,630.5% | +320.5% | +2,310.0% | +1,143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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