-18.0%
ELF vs MKC
-23.4%
+5.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | +5.4% | -5.9% | +11.2% | +6.1% |
| 30D | +27.0% | -0.9% | +27.9% | +27.1% |
| 3M | +113.2% | +12.7% | +100.5% | +111.9% |
| 6M | +36.6% | -19.3% | +55.9% | +28.9% |
| YTD | +44.2% | -22.2% | +66.4% | +34.6% |
| 1Y | -18.0% | -23.3% | +5.4% | -23.9% |
| All | -18.0% | -23.4% | +5.4% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling