+357.2%
ELF vs MKC
+21.5%
+335.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.1% |
| 7D | +6.3% | -2.4% | +8.7% | +6.8% |
| 30D | +8.5% | +5.4% | +3.1% | +6.9% |
| 3M | +24.4% | -11.1% | +35.6% | +27.7% |
| 6M | +94.7% | -1.4% | +96.1% | +94.6% |
| YTD | +55.9% | -29.4% | +85.3% | +67.7% |
| 1Y | +48.4% | -24.7% | +73.1% | +56.9% |
| 3Y | +24.6% | -21.8% | +46.4% | +27.7% |
| 5Y | +285.0% | -36.0% | +321.0% | +314.4% |
| 10Y | +357.2% | +24.9% | +332.3% | +319.5% |
| All | +357.2% | +21.5% | +335.8% | +319.5% |
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