+1,710.0%
EL vs MKC
+1,446.6%
+263.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | +1.5% | -3.0% | +4.5% | +2.6% |
| 30D | +10.0% | +4.8% | +5.2% | +7.9% |
| 3M | +28.4% | -12.8% | +41.3% | +34.8% |
| 6M | +37.1% | +5.0% | +32.0% | +33.9% |
| YTD | +7.8% | -29.1% | +36.9% | +20.8% |
| 1Y | +26.0% | -26.4% | +52.4% | +39.0% |
| 3Y | +3.8% | -21.6% | +25.4% | +11.2% |
| 5Y | -65.2% | -35.2% | -29.9% | -60.5% |
| 10Y | +62.1% | +25.6% | +36.5% | +42.1% |
| All | +1,710.0% | +1,446.6% | +263.4% | +806.7% |
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 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