+110.7%
MCK vs ETR
+143.8%
-33.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -2.9% | -1.8% | -1.1% | -2.7% |
| 30D | +0.4% | -1.8% | +2.2% | +0.7% |
| 3M | +12.1% | -3.6% | +15.7% | +12.6% |
| 6M | -5.4% | +2.6% | -8.1% | -5.8% |
| YTD | +7.8% | +16.0% | -8.2% | +5.6% |
| 1Y | +22.9% | +20.1% | +2.8% | +20.0% |
| 3Y | +110.7% | +143.6% | -32.9% | +100.2% |
| All | +110.7% | +143.8% | -33.1% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling