+427.0%
MCK vs ETR
+296.9%
+130.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.9% | -1.8% | -1.1% | -2.3% |
| 30D | +0.4% | -1.8% | +2.2% | +1.0% |
| 3M | +12.1% | -3.6% | +15.7% | +13.2% |
| 6M | -5.4% | +2.6% | -8.1% | -6.7% |
| YTD | +7.8% | +16.0% | -8.2% | +1.8% |
| 1Y | +22.9% | +20.1% | +2.8% | +14.7% |
| 3Y | +110.7% | +143.6% | -32.9% | +48.0% |
| 5Y | +346.2% | +124.4% | +221.8% | +218.7% |
| All | +427.0% | +296.9% | +130.2% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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