-2.6%
MCD vs EQH
+95.5%
-98.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | +1.1% | -4.0% | -2.9% |
| 30D | -6.7% | -1.1% | -5.6% | -6.7% |
| 3M | -9.6% | +25.0% | -34.6% | -11.0% |
| 6M | -22.3% | +33.9% | -56.2% | -24.0% |
| YTD | -15.4% | +11.6% | -27.0% | -16.4% |
| 1Y | -16.8% | +1.5% | -18.3% | -17.4% |
| All | -2.6% | +95.5% | -98.1% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling