+4,368.6%
ETR vs MKC
+3,364.7%
+1,003.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.4% | -4.3% | +5.8% | +2.6% |
| 30D | +1.9% | -2.0% | +3.9% | +2.3% |
| 3M | +1.0% | +10.0% | -9.0% | -1.9% |
| 6M | +4.8% | -18.5% | +23.4% | +9.8% |
| YTD | +19.5% | -22.4% | +42.0% | +26.5% |
| 1Y | +28.1% | -23.6% | +51.7% | +35.8% |
| 3Y | +151.1% | -30.4% | +181.6% | +170.0% |
| 5Y | +125.2% | -34.2% | +159.3% | +144.3% |
| 10Y | +291.1% | +26.8% | +264.3% | +263.0% |
| All | +4,368.6% | +3,364.7% | +1,003.9% | +2,449.6% |
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