+213.3%
MCD vs ELF
+357.0%
-143.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +7.3% | +6.3% | +1.0% | +6.7% |
| 30D | +20.0% | +8.5% | +11.5% | +19.1% |
| 3M | +3.8% | +24.4% | -20.6% | +1.9% |
| 6M | +3.8% | +94.7% | -91.0% | -2.2% |
| YTD | -5.9% | +55.9% | -61.7% | -10.1% |
| 1Y | -3.2% | +48.4% | -51.6% | -7.3% |
| 3Y | +13.3% | +24.6% | -11.3% | +3.3% |
| 5Y | +25.2% | +285.0% | -259.8% | -4.3% |
| 10Y | +213.3% | +357.2% | -143.9% | +112.0% |
| All | +213.3% | +357.0% | -143.7% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling