+7,004.6%
MCK vs ECL
+7,427.8%
-423.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | -3.6% | -2.7% | -0.8% | -2.6% |
| 30D | +1.4% | -4.3% | +5.7% | +3.1% |
| 3M | +13.8% | +3.2% | +10.6% | +12.3% |
| 6M | -5.2% | -2.9% | -2.3% | -4.5% |
| YTD | +9.0% | +4.3% | +4.8% | +6.7% |
| 1Y | +26.9% | +1.6% | +25.2% | +25.1% |
| 3Y | +114.7% | +54.3% | +60.5% | +77.5% |
| 5Y | +347.1% | +26.5% | +320.6% | +289.2% |
| 10Y | +446.4% | +155.6% | +290.8% | +250.6% |
| All | +7,004.6% | +7,427.8% | -423.2% | +1,865.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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