+255.0%
ELF vs MKC
-33.7%
+288.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | +5.4% | -5.9% | +11.2% | +6.7% |
| 30D | +27.0% | -0.9% | +27.9% | +27.2% |
| 3M | +113.2% | +12.7% | +100.5% | +107.7% |
| 6M | +36.6% | -19.3% | +55.9% | +41.6% |
| YTD | +44.2% | -22.2% | +66.4% | +50.2% |
| 1Y | -18.0% | -23.3% | +5.4% | -14.4% |
| 3Y | -19.9% | -30.0% | +10.1% | -15.7% |
| All | +255.0% | -33.7% | +288.7% | +272.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling