+364.2%
ELF vs MKC
+25.4%
+338.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.8% | +3.0% |
| 7D | +7.8% | -1.9% | +9.8% | +8.2% |
| 30D | +9.3% | +8.0% | +1.3% | +7.0% |
| 3M | +21.2% | -8.6% | +29.8% | +23.5% |
| 6M | +96.1% | +1.1% | +95.1% | +94.9% |
| YTD | +57.0% | -27.7% | +84.6% | +67.9% |
| 1Y | +61.9% | -23.7% | +85.6% | +70.5% |
| 3Y | +20.0% | -19.4% | +39.4% | +22.1% |
| 5Y | +284.8% | -33.3% | +318.1% | +309.6% |
| 10Y | +364.2% | +24.0% | +340.2% | +335.2% |
| All | +364.2% | +25.4% | +338.9% | +335.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling