+1,811.6%
MCK vs ET
+1,438.5%
+373.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +0.4% | +2.9% | -2.4% | -0.1% |
| 3M | +12.1% | +16.8% | -4.7% | +9.0% |
| 6M | -5.4% | +18.9% | -24.3% | -8.5% |
| YTD | +7.8% | +37.7% | -29.9% | +1.5% |
| 1Y | +22.9% | +32.4% | -9.5% | +16.5% |
| 3Y | +110.7% | +99.5% | +11.2% | +83.0% |
| 5Y | +346.2% | +244.0% | +102.2% | +245.4% |
| 10Y | +440.1% | +172.1% | +268.0% | +311.8% |
| All | +1,811.6% | +1,438.5% | +373.0% | +567.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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