-65.3%
EL vs MKC
-35.5%
-29.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | +1.5% | -3.0% | +4.5% | +2.7% |
| 30D | +10.0% | +4.8% | +5.2% | +7.7% |
| 3M | +28.4% | -12.8% | +41.3% | +35.2% |
| 6M | +37.1% | +5.0% | +32.0% | +33.8% |
| YTD | +7.8% | -29.1% | +36.9% | +21.9% |
| 1Y | +26.0% | -26.4% | +52.4% | +40.0% |
| 3Y | +3.8% | -21.6% | +25.4% | +12.3% |
| All | -65.3% | -35.5% | -29.8% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling