-3.9%
ELF vs MKC
-18.2%
+14.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +1.0% |
| 7D | -1.5% | +9.6% | -11.1% | -3.1% |
| 30D | +9.5% | +12.0% | -2.5% | +7.3% |
| 3M | +29.4% | -2.0% | +31.4% | +29.9% |
| 6M | +83.7% | +7.2% | +76.5% | +81.6% |
| YTD | +49.4% | -23.7% | +73.2% | +42.7% |
| 1Y | -3.9% | -18.3% | +14.4% | -6.6% |
| All | -3.9% | -18.2% | +14.3% | -6.6% |
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