+7,035.9%
ECL vs MDY
+2,662.7%
+4,373.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -2.2% | -1.5% | -0.7% | -1.2% |
| 3M | +10.1% | +0.8% | +9.3% | +9.4% |
| 6M | -5.7% | +7.4% | -13.2% | -10.4% |
| YTD | +7.0% | +15.2% | -8.2% | -3.3% |
| 1Y | +2.7% | +16.5% | -13.9% | -8.0% |
| 3Y | +57.7% | +46.8% | +10.9% | +17.8% |
| 5Y | +31.1% | +46.0% | -14.9% | -1.5% |
| 10Y | +150.9% | +172.1% | -21.2% | +22.4% |
| All | +7,035.9% | +2,662.7% | +4,373.2% | +908.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling