+12,781.7%
ECL vs MKC
+3,376.8%
+9,404.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.6% | -5.9% | +3.3% | -1.0% |
| 30D | -2.2% | -0.9% | -1.3% | -2.0% |
| 3M | +10.1% | +12.7% | -2.6% | +6.1% |
| 6M | -5.7% | -19.3% | +13.6% | -0.5% |
| YTD | +7.0% | -22.2% | +29.1% | +13.7% |
| 1Y | +2.7% | -23.3% | +26.0% | +9.4% |
| 3Y | +57.7% | -30.0% | +87.7% | +70.4% |
| 5Y | +31.1% | -33.8% | +64.9% | +42.9% |
| 10Y | +150.9% | +24.4% | +126.4% | +129.1% |
| All | +12,781.7% | +3,376.8% | +9,404.9% | +6,564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling