+36.6%
ECL vs MKC
-36.0%
+72.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -0.5% | -7.3% | +6.8% | +1.8% |
| 30D | +6.6% | +4.0% | +2.6% | +5.3% |
| 3M | +9.6% | -11.5% | +21.1% | +13.3% |
| 6M | +21.6% | +1.1% | +20.5% | +20.6% |
| YTD | +16.9% | -29.9% | +46.8% | +28.7% |
| 1Y | +17.9% | -27.0% | +44.9% | +28.1% |
| 3Y | +76.5% | -22.3% | +98.8% | +84.7% |
| 5Y | +36.6% | -36.0% | +72.6% | +54.0% |
| All | +36.6% | -36.0% | +72.7% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling