+18.9%
MCD vs EQH
+94.3%
-75.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | -2.5% | -1.8% | -0.8% | -2.3% |
| 30D | -7.0% | +2.4% | -9.5% | -7.4% |
| 3M | -9.8% | +26.3% | -36.1% | -12.6% |
| 6M | -21.8% | +35.8% | -57.6% | -25.0% |
| YTD | -15.6% | +12.7% | -28.3% | -17.3% |
| 1Y | -15.2% | +2.5% | -17.6% | -15.9% |
| 3Y | -2.6% | +98.6% | -101.2% | -16.1% |
| 5Y | +18.9% | +101.7% | -82.8% | -0.6% |
| All | +18.9% | +94.3% | -75.4% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling