+89.4%
MCD vs EQH
+226.5%
-137.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.5% |
| 7D | -2.0% | +5.4% | -7.5% | -3.3% |
| 30D | -6.1% | +1.0% | -7.1% | -6.5% |
| 3M | -7.3% | +26.7% | -34.0% | -12.8% |
| 6M | -20.9% | +34.4% | -55.3% | -27.0% |
| YTD | -14.7% | +11.5% | -26.1% | -17.8% |
| 1Y | -16.1% | +0.4% | -16.5% | -17.3% |
| 3Y | -1.5% | +96.5% | -98.0% | -22.4% |
| 5Y | +20.4% | +93.4% | -72.9% | -7.7% |
| All | +89.4% | +226.5% | -137.1% | +6.2% |
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 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