+197.5%
ECL vs MKC
+24.3%
+173.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -0.5% | -7.3% | +6.8% | +2.3% |
| 30D | +6.6% | +4.0% | +2.6% | +4.9% |
| 3M | +9.6% | -11.5% | +21.1% | +14.3% |
| 6M | +21.6% | +1.1% | +20.5% | +20.1% |
| YTD | +16.9% | -29.9% | +46.8% | +31.8% |
| 1Y | +17.9% | -27.0% | +44.9% | +30.7% |
| 3Y | +76.5% | -22.3% | +98.8% | +86.5% |
| 5Y | +36.6% | -36.0% | +72.6% | +54.0% |
| All | +197.5% | +24.3% | +173.2% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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