+7,787.0%
ECL vs MDY
+2,629.7%
+5,157.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | +8.3% | +2.1% | +6.1% | +6.6% |
| 3M | +8.4% | -3.6% | +12.1% | +11.1% |
| 6M | +23.3% | +1.7% | +21.6% | +21.6% |
| YTD | +18.2% | +13.8% | +4.4% | +7.7% |
| 1Y | +18.8% | +15.5% | +3.2% | +7.0% |
| 3Y | +78.5% | +58.3% | +20.2% | +26.3% |
| 5Y | +40.1% | +37.4% | +2.6% | +9.8% |
| 10Y | +196.5% | +171.0% | +25.5% | +45.1% |
| All | +7,787.0% | +2,629.7% | +5,157.3% | +1,023.0% |
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