+13.3%
MCD vs ECL
+79.5%
-66.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | +0.4% | +6.8% | +7.1% |
| 30D | +20.0% | +8.6% | +11.4% | +17.1% |
| 3M | +3.8% | +7.9% | -4.1% | +1.5% |
| 6M | +3.8% | +21.0% | -17.3% | -2.0% |
| YTD | -5.9% | +17.5% | -23.4% | -10.4% |
| 1Y | -3.2% | +19.7% | -22.9% | -8.4% |
| 3Y | +13.3% | +77.4% | -64.1% | -4.1% |
| All | +13.3% | +79.5% | -66.2% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling