+2.7%
ECL vs MKTX
-8.5%
+11.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | -2.2% | +1.1% | -3.3% | -2.2% |
| 3M | +10.1% | +36.1% | -26.0% | +9.1% |
| 6M | -5.7% | -12.9% | +7.1% | -1.8% |
| YTD | +7.0% | -8.5% | +15.5% | +10.7% |
| 1Y | +2.7% | -7.5% | +10.2% | +6.0% |
| All | +2.7% | -8.5% | +11.2% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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