+78.2%
ECL vs MKC
-21.4%
+99.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | +2.9% | -3.0% | +5.8% | +3.6% |
| 30D | +7.5% | +4.8% | +2.7% | +6.3% |
| 3M | +12.2% | -12.8% | +25.1% | +15.6% |
| 6M | +24.6% | +5.0% | +19.5% | +22.8% |
| YTD | +18.8% | -29.1% | +47.8% | +27.8% |
| 1Y | +19.3% | -26.4% | +45.7% | +27.2% |
| 3Y | +78.2% | -21.6% | +99.8% | +92.7% |
| All | +78.2% | -21.4% | +99.6% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling