+21.7%
ELV vs MKC
-33.0%
+54.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +2.8% | -1.5% | +4.2% | +3.1% |
| 30D | +4.9% | -3.1% | +8.0% | +5.6% |
| 3M | +4.9% | +5.2% | -0.3% | +3.9% |
| 6M | +45.1% | -12.8% | +57.9% | +48.8% |
| YTD | +20.7% | -23.3% | +44.0% | +27.1% |
| 1Y | +35.0% | -24.1% | +59.1% | +42.4% |
| 3Y | -2.4% | -32.1% | +29.7% | +5.6% |
| All | +21.7% | -33.0% | +54.7% | +31.9% |
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