+26.2%
MAR vs ECL
+3.0%
+23.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | -2.6% | -1.5% | -2.5% |
| 30D | -6.7% | -2.2% | -4.5% | -5.4% |
| 3M | -12.5% | +10.1% | -22.6% | -18.4% |
| 6M | +0.6% | -5.7% | +6.3% | +4.4% |
| YTD | +9.1% | +7.0% | +2.2% | +4.8% |
| 1Y | +26.2% | +2.7% | +23.5% | +22.2% |
| All | +26.2% | +3.0% | +23.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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