+2,500.0%
ELV vs MCO
+3,350.3%
-850.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | +3.2% | -3.8% | +7.0% | +4.5% |
| 30D | +5.4% | -0.4% | +5.8% | +5.4% |
| 3M | +5.4% | +7.7% | -2.4% | +2.4% |
| 6M | +45.7% | +7.0% | +38.7% | +41.6% |
| YTD | +21.2% | -6.4% | +27.6% | +22.6% |
| 1Y | +35.6% | -7.6% | +43.3% | +37.3% |
| 3Y | -2.0% | +43.2% | -45.2% | -15.5% |
| 5Y | +26.0% | +29.6% | -3.6% | +9.9% |
| 10Y | +278.7% | +389.2% | -110.5% | +117.9% |
| All | +2,500.0% | +3,350.3% | -850.3% | +686.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling