+6,923.6%
MCK vs ETR
+3,328.3%
+3,595.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.9% | -1.8% | -1.1% | -2.4% |
| 30D | +0.4% | -1.8% | +2.2% | +0.9% |
| 3M | +12.1% | -3.6% | +15.7% | +13.1% |
| 6M | -5.4% | +2.6% | -8.1% | -6.5% |
| YTD | +7.8% | +16.0% | -8.2% | +2.8% |
| 1Y | +22.9% | +20.1% | +2.8% | +16.1% |
| 3Y | +110.7% | +143.6% | -32.9% | +59.2% |
| 5Y | +346.2% | +124.4% | +221.8% | +242.0% |
| 10Y | +440.1% | +295.4% | +144.8% | +249.1% |
| All | +6,923.6% | +3,328.3% | +3,595.4% | +3,162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling