+12.4%
MKC vs EQH
+234.7%
-222.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -3.1% | +2.8% | -5.9% | -3.6% |
| 3M | +5.2% | +23.1% | -17.9% | +1.8% |
| 6M | -12.8% | +41.4% | -54.2% | -17.6% |
| YTD | -23.3% | +14.3% | -37.5% | -25.3% |
| 1Y | -24.1% | +1.6% | -25.7% | -24.8% |
| 3Y | -32.1% | +102.7% | -134.8% | -40.9% |
| 5Y | -32.8% | +104.5% | -137.3% | -42.6% |
| All | +12.4% | +234.7% | -222.3% | -21.3% |
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