+12.2%
ETSY vs MKC
-31.4%
+43.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -4.9% | -1.5% | -3.4% | -4.6% |
| 30D | -8.6% | -3.1% | -5.5% | -7.9% |
| 3M | +4.8% | +5.2% | -0.4% | +3.5% |
| 6M | +38.1% | -12.8% | +50.9% | +42.6% |
| YTD | +31.2% | -23.3% | +54.5% | +39.8% |
| 1Y | +22.1% | -24.1% | +46.2% | +30.2% |
| 3Y | +12.2% | -32.1% | +44.4% | +28.1% |
| All | +12.2% | -31.4% | +43.6% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling