+6,511.4%
MCD vs ECL
+14,294.1%
-7,782.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.2% |
| 7D | +8.0% | +1.7% | +6.4% | +7.5% |
| 30D | +19.6% | +8.9% | +10.7% | +16.4% |
| 3M | +2.2% | +7.4% | -5.2% | -0.2% |
| 6M | -1.1% | +19.3% | -20.5% | -6.9% |
| YTD | -7.2% | +17.4% | -24.7% | -12.3% |
| 1Y | -6.7% | +19.4% | -26.1% | -12.3% |
| 3Y | +11.6% | +80.5% | -68.9% | -9.5% |
| 5Y | +22.6% | +40.2% | -17.6% | +6.0% |
| 10Y | +218.4% | +207.8% | +10.6% | +110.7% |
| All | +6,511.4% | +14,294.1% | -7,782.7% | +1,466.7% |
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