+156.3%
ECL vs MKTX
+5.0%
+151.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -0.8% | +0.7% | -1.5% | -1.0% |
| 3M | +5.0% | +40.8% | -35.7% | -4.3% |
| 6M | +0.2% | -8.0% | +8.2% | +1.4% |
| YTD | +5.8% | -8.7% | +14.5% | +7.1% |
| 1Y | +1.5% | -11.8% | +13.4% | +3.5% |
| 3Y | +55.0% | -24.0% | +79.0% | +58.2% |
| 5Y | +29.3% | -60.3% | +89.6% | +55.4% |
| All | +156.3% | +5.0% | +151.3% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling