+246.0%
ET vs MKC
-33.4%
+279.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +0.6% | -4.3% | +5.0% | +1.2% |
| 30D | +5.3% | -3.1% | +8.4% | +5.7% |
| 3M | +15.6% | +6.8% | +8.8% | +14.4% |
| 6M | +20.6% | -18.3% | +39.0% | +23.8% |
| YTD | +38.5% | -23.1% | +61.6% | +43.2% |
| 1Y | +35.7% | -23.7% | +59.4% | +40.3% |
| 3Y | +98.4% | -31.0% | +129.4% | +108.3% |
| All | +246.0% | -33.4% | +279.5% | +279.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling