+338.3%
ELF vs MKC
+22.5%
+315.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +6.5% |
| 7D | +4.0% | +2.3% | +1.6% | +3.3% |
| 30D | +10.6% | +8.1% | +2.5% | +8.2% |
| 3M | +25.8% | -6.4% | +32.3% | +27.5% |
| 6M | +89.1% | +1.8% | +87.3% | +87.5% |
| YTD | +52.7% | -26.9% | +79.6% | +63.2% |
| 1Y | +51.7% | -21.7% | +73.4% | +58.9% |
| 3Y | +14.2% | -18.7% | +33.0% | +16.0% |
| 5Y | +270.7% | -32.8% | +303.5% | +294.3% |
| 10Y | +341.9% | +27.0% | +315.0% | +290.8% |
| All | +338.3% | +22.5% | +315.7% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling