+211.3%
MCD vs ECL
+205.6%
+5.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.9% |
| 7D | +5.9% | -0.5% | +6.5% | +6.2% |
| 30D | +19.6% | +8.8% | +10.8% | +15.6% |
| 3M | +3.3% | +7.8% | -4.6% | 0.0% |
| 6M | +3.5% | +21.3% | -17.8% | -4.7% |
| YTD | -6.1% | +17.8% | -23.9% | -12.7% |
| 1Y | -3.7% | +21.1% | -24.7% | -11.5% |
| 3Y | +13.4% | +80.1% | -66.7% | -13.7% |
| 5Y | +25.2% | +40.5% | -15.3% | +5.2% |
| 10Y | +211.3% | +197.7% | +13.5% | +90.1% |
| All | +211.3% | +205.6% | +5.6% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling