+5,979.9%
MCD vs ECL
+13,009.7%
-7,029.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.8% | -2.6% | -0.2% | -2.0% |
| 30D | -6.0% | -2.2% | -3.9% | -5.4% |
| 3M | -5.6% | +10.1% | -15.7% | -8.6% |
| 6M | -21.9% | -5.7% | -16.1% | -20.5% |
| YTD | -14.7% | +7.0% | -21.7% | -16.9% |
| 1Y | -17.3% | +2.7% | -19.9% | -18.4% |
| 3Y | -2.2% | +57.7% | -59.9% | -17.1% |
| 5Y | +20.3% | +31.1% | -10.8% | +6.1% |
| 10Y | +180.7% | +150.9% | +29.8% | +97.9% |
| All | +5,979.9% | +13,009.7% | -7,029.8% | +1,385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling