+1,582.2%
EL vs MKC
+1,597.2%
-14.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.3% |
| 7D | +0.8% | -5.9% | +6.7% | +3.0% |
| 30D | +19.8% | -0.9% | +20.7% | +20.2% |
| 3M | +25.7% | +12.7% | +13.0% | +19.9% |
| 6M | +5.4% | -19.3% | +24.7% | +13.4% |
| YTD | +0.2% | -22.2% | +22.4% | +8.7% |
| 1Y | +20.4% | -23.3% | +43.8% | +30.7% |
| 3Y | -32.1% | -30.0% | -2.1% | -24.3% |
| 5Y | -67.2% | -33.8% | -33.4% | -63.0% |
| 10Y | +31.7% | +24.4% | +7.3% | +15.8% |
| All | +1,582.2% | +1,597.2% | -14.9% | +716.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling