+213.3%
MCD vs ECL
+196.4%
+16.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +7.3% | +0.4% | +6.8% | +7.1% |
| 30D | +20.0% | +8.6% | +11.4% | +16.0% |
| 3M | +3.8% | +7.9% | -4.1% | +0.6% |
| 6M | +3.8% | +21.0% | -17.3% | -4.4% |
| YTD | -5.9% | +17.5% | -23.4% | -12.4% |
| 1Y | -3.2% | +19.7% | -22.9% | -10.7% |
| 3Y | +13.3% | +77.4% | -64.1% | -13.2% |
| 5Y | +25.2% | +38.7% | -13.5% | +5.9% |
| 10Y | +213.3% | +193.5% | +19.8% | +90.1% |
| All | +213.3% | +196.4% | +16.9% | +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