+28.1%
ECL vs MKC
-33.2%
+61.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.8% | -4.3% | +3.6% | +0.5% |
| 30D | -2.5% | -2.0% | -0.5% | -1.9% |
| 3M | +8.3% | +10.0% | -1.7% | +5.0% |
| 6M | -1.1% | -18.5% | +17.4% | +4.8% |
| YTD | +6.5% | -22.4% | +28.9% | +14.2% |
| 1Y | +2.1% | -23.6% | +25.7% | +9.9% |
| 3Y | +57.6% | -30.4% | +88.0% | +74.3% |
| 5Y | +28.1% | -34.2% | +62.2% | +40.4% |
| All | +28.1% | -33.2% | +61.3% | +40.4% |
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 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