+293.6%
ELF vs MKC
+30.0%
+263.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.5% | -4.8% |
| 7D | -1.2% | -4.3% | +3.2% | -0.1% |
| 30D | +5.9% | -2.0% | +7.9% | +6.4% |
| 3M | +99.5% | +10.0% | +89.5% | +94.5% |
| 6M | +26.5% | -18.5% | +45.1% | +32.5% |
| YTD | +37.2% | -22.4% | +59.6% | +44.8% |
| 1Y | -24.4% | -23.6% | -0.8% | -20.1% |
| 3Y | -23.3% | -30.4% | +7.1% | -18.0% |
| 5Y | +245.2% | -34.2% | +279.4% | +271.6% |
| All | +293.6% | +30.0% | +263.6% | +261.6% |
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 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