+1,459.4%
ET vs MKC
+429.4%
+1,030.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | +0.4% | -4.3% | +4.8% | +1.6% |
| 30D | +6.9% | -2.0% | +8.9% | +7.3% |
| 3M | +13.1% | +10.0% | +3.1% | +9.7% |
| 6M | +18.7% | -18.5% | +37.2% | +24.7% |
| YTD | +37.4% | -22.4% | +59.9% | +45.8% |
| 1Y | +34.8% | -23.6% | +58.4% | +43.3% |
| 3Y | +96.8% | -30.4% | +127.2% | +112.0% |
| 5Y | +238.2% | -34.2% | +272.4% | +264.6% |
| 10Y | +159.4% | +26.8% | +132.6% | +105.5% |
| All | +1,459.4% | +429.4% | +1,030.0% | +541.7% |
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