-30.4%
ELAN vs MKC
-33.0%
+2.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.3% |
| 7D | -5.4% | -1.5% | -4.0% | -5.1% |
| 30D | +4.7% | -3.1% | +7.8% | +5.5% |
| 3M | -3.7% | +5.2% | -8.8% | -5.1% |
| 6M | -1.2% | -12.8% | +11.6% | +2.0% |
| YTD | +2.4% | -23.3% | +25.7% | +9.0% |
| 1Y | +23.4% | -24.1% | +47.5% | +31.5% |
| 3Y | +96.7% | -32.1% | +128.8% | +114.8% |
| All | -30.4% | -33.0% | +2.6% | -23.7% |
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