+190.4%
ETN vs MCK
+345.1%
-154.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +3.5% | -2.9% | +6.5% | +3.7% |
| 30D | -7.5% | +0.4% | -7.9% | -7.6% |
| 3M | +8.3% | +12.1% | -3.8% | +7.4% |
| 6M | +20.2% | -5.4% | +25.6% | +21.7% |
| YTD | +34.7% | +7.8% | +26.9% | +33.7% |
| 1Y | +19.4% | +22.9% | -3.5% | +16.0% |
| 3Y | +85.5% | +110.7% | -25.2% | +52.8% |
| All | +190.4% | +345.1% | -154.7% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling