+173.8%
ET vs MKC
+29.9%
+143.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | +0.2% | -1.5% | +1.7% | +0.5% |
| 30D | +2.9% | -3.1% | +6.0% | +3.3% |
| 3M | +16.8% | +5.2% | +11.6% | +15.7% |
| 6M | +18.9% | -12.8% | +31.7% | +21.0% |
| YTD | +37.7% | -23.3% | +61.0% | +42.8% |
| 1Y | +32.4% | -24.1% | +56.6% | +37.4% |
| 3Y | +99.5% | -32.1% | +131.6% | +109.6% |
| 5Y | +244.0% | -32.8% | +276.8% | +259.5% |
| All | +173.8% | +29.9% | +143.9% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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