+424.6%
ETSY vs MKC
+29.9%
+394.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -4.9% | -1.5% | -3.4% | -4.3% |
| 30D | -8.6% | -3.1% | -5.5% | -7.4% |
| 3M | +4.8% | +5.2% | -0.4% | +2.3% |
| 6M | +38.1% | -12.8% | +50.9% | +44.7% |
| YTD | +31.2% | -23.3% | +54.5% | +43.7% |
| 1Y | +22.1% | -24.1% | +46.2% | +34.4% |
| 3Y | +12.2% | -32.1% | +44.4% | +27.8% |
| 5Y | -66.5% | -32.8% | -33.7% | -62.4% |
| All | +424.6% | +29.9% | +394.7% | +398.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling