+156.3%
ECL vs MDY
+177.2%
-20.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.0% |
| 7D | -1.1% | -1.9% | +0.7% | +0.4% |
| 30D | -0.8% | -4.6% | +3.8% | +2.9% |
| 3M | +5.0% | -1.2% | +6.3% | +5.9% |
| 6M | +0.2% | +9.2% | -9.0% | -6.7% |
| YTD | +5.8% | +13.1% | -7.3% | -4.4% |
| 1Y | +1.5% | +13.0% | -11.5% | -8.3% |
| 3Y | +55.0% | +49.2% | +5.8% | +8.0% |
| 5Y | +29.3% | +47.2% | -18.0% | -9.2% |
| All | +156.3% | +177.2% | -20.8% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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