+23.1%
ECL vs MKTX
+5.4%
+17.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +7.7% | +0.5% | +7.2% | +7.7% |
| 30D | +13.7% | +1.0% | +12.7% | +13.7% |
| 3M | +11.6% | +2.5% | +9.1% | +11.6% |
| 6M | +23.9% | +8.0% | +15.9% | +24.7% |
| YTD | +21.0% | -7.3% | +28.2% | +23.9% |
| 1Y | +23.1% | +4.7% | +18.5% | +27.1% |
| All | +23.1% | +5.4% | +17.7% | +27.1% |
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