+121.4%
ETR vs MKC
-33.0%
+154.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.8% | -1.5% | -0.3% | -1.4% |
| 30D | -1.8% | -3.1% | +1.4% | -1.0% |
| 3M | -3.6% | +5.2% | -8.8% | -5.5% |
| 6M | +2.6% | -12.8% | +15.4% | +6.3% |
| YTD | +16.0% | -23.3% | +39.3% | +24.7% |
| 1Y | +20.1% | -24.1% | +44.2% | +29.3% |
| 3Y | +143.6% | -32.1% | +175.7% | +171.1% |
| All | +121.4% | -33.0% | +154.4% | +130.9% |
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