-32.1%
MKC vs EQH
+100.2%
-132.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.5% | +0.7% | -2.2% | -1.5% |
| 30D | -3.1% | +2.8% | -5.9% | -3.4% |
| 3M | +5.2% | +23.1% | -17.9% | +3.2% |
| 6M | -12.8% | +41.4% | -54.2% | -15.6% |
| YTD | -23.3% | +14.3% | -37.5% | -24.1% |
| 1Y | -24.1% | +1.6% | -25.7% | -23.7% |
| 3Y | -32.1% | +102.7% | -134.8% | -39.8% |
| All | -32.1% | +100.2% | -132.3% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling