+23.5%
EL vs MKC
+29.3%
-5.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -4.4% | -2.8% | -1.5% | -3.2% |
| 30D | +10.3% | -3.4% | +13.7% | +11.8% |
| 3M | +13.4% | +3.8% | +9.6% | +11.3% |
| 6M | +3.1% | -17.9% | +21.0% | +11.0% |
| YTD | -6.9% | -23.6% | +16.7% | +2.6% |
| 1Y | +11.9% | -23.1% | +35.0% | +22.3% |
| 3Y | -33.8% | -31.5% | -2.3% | -24.5% |
| 5Y | -69.0% | -33.1% | -35.9% | -64.7% |
| All | +23.5% | +29.3% | -5.8% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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