+2,385.0%
ELV vs MKC
+690.7%
+1,694.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | -0.3% | -4.3% | +4.1% | +1.4% |
| 30D | +2.0% | -2.0% | +4.0% | +2.7% |
| 3M | -3.5% | +10.0% | -13.5% | -7.2% |
| 6M | +40.2% | -18.5% | +58.7% | +50.4% |
| YTD | +15.8% | -22.4% | +38.3% | +25.7% |
| 1Y | +33.2% | -23.6% | +56.8% | +45.0% |
| 3Y | -6.2% | -30.4% | +24.2% | +4.3% |
| 5Y | +16.4% | -34.2% | +50.6% | +29.8% |
| 10Y | +259.8% | +26.8% | +232.9% | +192.2% |
| All | +2,385.0% | +690.7% | +1,694.3% | +876.9% |
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 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