+138.6%
ETSY vs MKC
+64.2%
+74.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -12.7% | -2.8% | -9.9% | -11.7% |
| 30D | -9.9% | -3.4% | -6.5% | -8.6% |
| 3M | +4.2% | +3.8% | +0.4% | +2.2% |
| 6M | +34.2% | -17.9% | +52.1% | +44.3% |
| YTD | +29.1% | -23.6% | +52.8% | +41.8% |
| 1Y | +23.8% | -23.1% | +46.9% | +35.5% |
| 3Y | +6.6% | -31.5% | +38.2% | +21.0% |
| 5Y | -67.0% | -33.1% | -33.9% | -62.9% |
| 10Y | +424.9% | +29.3% | +395.5% | +360.0% |
| All | +138.6% | +64.2% | +74.4% | +75.8% |
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