+211.7%
MCD vs ECL
+199.1%
+12.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.2% |
| 7D | +7.1% | -0.8% | +7.9% | +7.5% |
| 30D | +19.8% | +8.1% | +11.6% | +16.0% |
| 3M | +0.8% | +6.4% | -5.6% | -1.8% |
| 6M | -1.3% | +14.8% | -16.1% | -7.0% |
| YTD | -7.8% | +15.5% | -23.2% | -13.5% |
| 1Y | -5.0% | +20.1% | -25.1% | -12.4% |
| 3Y | +10.5% | +77.8% | -67.2% | -15.5% |
| 5Y | +22.0% | +37.9% | -15.9% | +3.3% |
| All | +211.7% | +199.1% | +12.5% | +91.9% |
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