+1,332.0%
ET vs MKC
+384.1%
+947.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +2.5% | -3.0% | +5.5% | +3.3% |
| 30D | -2.5% | +4.8% | -7.3% | -4.0% |
| 3M | -4.9% | -12.8% | +8.0% | -1.8% |
| 6M | -0.1% | +5.0% | -5.1% | -2.4% |
| YTD | +26.2% | -29.1% | +55.3% | +36.5% |
| 1Y | +25.2% | -26.4% | +51.5% | +33.8% |
| 3Y | +84.2% | -21.6% | +105.8% | +90.0% |
| 5Y | +216.1% | -35.2% | +251.3% | +239.1% |
| 10Y | +160.7% | +25.6% | +135.0% | +103.1% |
| All | +1,332.0% | +384.1% | +947.9% | +500.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling