+538.0%
MCK vs EQH
+234.7%
+303.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +0.4% | +2.8% | -2.4% | -0.3% |
| 3M | +12.1% | +23.1% | -11.0% | +6.8% |
| 6M | -5.4% | +41.4% | -46.8% | -13.0% |
| YTD | +7.8% | +14.3% | -6.5% | +3.6% |
| 1Y | +22.9% | +1.6% | +21.3% | +21.2% |
| 3Y | +110.7% | +102.7% | +8.0% | +67.1% |
| 5Y | +346.2% | +104.5% | +241.6% | +241.0% |
| All | +538.0% | +234.7% | +303.3% | +293.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling