+917.5%
ECL vs MKTX
+1,445.7%
-528.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -2.5% | +1.0% | -3.4% | -2.7% |
| 3M | +8.3% | +41.3% | -32.9% | -0.1% |
| 6M | -1.1% | -11.3% | +10.2% | +0.1% |
| YTD | +6.5% | -8.6% | +15.1% | +7.0% |
| 1Y | +2.1% | -11.1% | +13.1% | +3.0% |
| 3Y | +57.6% | -24.5% | +82.1% | +60.4% |
| 5Y | +28.1% | -61.4% | +89.5% | +47.5% |
| 10Y | +153.2% | +6.8% | +146.4% | +131.4% |
| All | +917.5% | +1,445.7% | -528.1% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling