+48.0%
ELV vs MCO
+1.8%
+46.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.5% | +5.1% |
| 7D | +0.4% | -7.3% | +7.7% | +1.0% |
| 30D | +6.7% | -1.7% | +8.4% | +7.0% |
| 3M | +3.0% | +3.9% | -1.0% | +1.7% |
| 6M | +48.0% | +3.8% | +44.1% | +45.5% |
| All | +48.0% | +1.8% | +46.2% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 6mo: compounded portfolio wealth divided by compounded MCO 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…
6mo analysis · Full analysis span regression · 6 months rolling