+190.4%
ETN vs MKC
-33.0%
+223.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.5% | +3.9% |
| 7D | +3.5% | -1.5% | +5.0% | +3.6% |
| 30D | -7.5% | -3.1% | -4.4% | -7.5% |
| 3M | +8.3% | +5.2% | +3.1% | +7.7% |
| 6M | +20.2% | -12.8% | +33.0% | +22.1% |
| YTD | +34.7% | -23.3% | +58.0% | +38.7% |
| 1Y | +19.4% | -24.1% | +43.6% | +23.1% |
| 3Y | +85.5% | -32.1% | +117.6% | +94.2% |
| All | +190.4% | -33.0% | +223.4% | +192.2% |
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