+1.5%
ECL vs MKC
-23.2%
+24.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -1.1% | -1.5% | +0.3% | -0.8% |
| 30D | -0.8% | -3.1% | +2.3% | -0.2% |
| 3M | +5.0% | +5.2% | -0.1% | +4.0% |
| 6M | +0.2% | -12.8% | +13.1% | +3.3% |
| YTD | +5.8% | -23.3% | +29.1% | +12.3% |
| 1Y | +1.5% | -24.1% | +25.7% | +6.4% |
| All | +1.5% | -23.2% | +24.7% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling