+706.7%
ETN vs MCK
+442.8%
+263.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | +3.5% | -2.9% | +6.5% | +4.3% |
| 30D | -7.5% | +0.4% | -7.9% | -7.8% |
| 3M | +8.3% | +12.1% | -3.8% | +4.1% |
| 6M | +20.2% | -5.4% | +25.6% | +21.0% |
| YTD | +34.7% | +7.8% | +26.9% | +29.2% |
| 1Y | +19.4% | +22.9% | -3.5% | +9.4% |
| 3Y | +85.5% | +110.7% | -25.2% | +36.0% |
| 5Y | +186.6% | +346.2% | -159.6% | +54.0% |
| All | +706.7% | +442.8% | +263.8% | +277.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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