+16.8%
ELF vs MKC
-19.7%
+36.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +6.1% |
| 7D | +4.0% | +2.3% | +1.6% | +3.6% |
| 30D | +10.6% | +8.1% | +2.5% | +9.3% |
| 3M | +25.8% | -6.4% | +32.3% | +26.8% |
| 6M | +89.1% | +1.8% | +87.3% | +88.4% |
| YTD | +52.7% | -26.9% | +79.6% | +55.0% |
| 1Y | +51.7% | -21.7% | +73.4% | +53.0% |
| All | +16.8% | -19.7% | +36.5% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling