+1,034.6%
ECL vs MKTX
+1,471.0%
-436.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.9% | +0.2% | +2.6% | +2.8% |
| 30D | +7.5% | +0.9% | +6.6% | +7.3% |
| 3M | +12.2% | +2.6% | +9.7% | +11.7% |
| 6M | +24.6% | +20.4% | +4.1% | +18.6% |
| YTD | +18.8% | -7.1% | +25.8% | +18.9% |
| 1Y | +19.3% | -2.8% | +22.1% | +18.3% |
| 3Y | +78.2% | -21.7% | +99.9% | +80.6% |
| 5Y | +38.8% | -54.5% | +93.3% | +54.7% |
| 10Y | +197.8% | +13.0% | +184.9% | +169.4% |
| All | +1,034.6% | +1,471.0% | -436.5% | +426.9% |
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