+87.0%
MCD vs EQH
+234.7%
-147.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -1.2% | +0.7% | -2.0% | -1.4% |
| 30D | -7.8% | +2.8% | -10.6% | -8.5% |
| 3M | -10.7% | +23.1% | -33.8% | -15.4% |
| 6M | -21.3% | +41.4% | -62.7% | -28.2% |
| YTD | -15.8% | +14.3% | -30.0% | -19.3% |
| 1Y | -16.0% | +1.6% | -17.6% | -17.4% |
| 3Y | -3.0% | +102.7% | -105.7% | -24.2% |
| 5Y | +18.6% | +104.5% | -85.9% | -10.6% |
| All | +87.0% | +234.7% | -147.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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