-3.5%
MCD vs ECL
+20.9%
-24.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.0% |
| 3M | +3.3% | +7.8% | -4.6% | +0.4% |
| 6M | +3.5% | +21.3% | -17.8% | -3.5% |
| YTD | -6.1% | +17.8% | -23.9% | -11.4% |
| All | -3.5% | +20.9% | -24.4% | -9.0% |
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