+101.4%
MCD vs EQH
+252.0%
-150.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.8% |
| 7D | -1.6% | +6.5% | -8.2% | -3.2% |
| 30D | +14.1% | +6.1% | +8.0% | +12.4% |
| 3M | +0.6% | +6.2% | -5.6% | -1.1% |
| 6M | 0.0% | +38.1% | -38.0% | -8.0% |
| YTD | -9.3% | +20.2% | -29.4% | -14.3% |
| 1Y | -9.3% | +27.6% | -36.9% | -15.7% |
| 3Y | +8.6% | +128.8% | -120.2% | -17.8% |
| 5Y | +21.9% | +83.1% | -61.2% | -4.2% |
| All | +101.4% | +252.0% | -150.6% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling