+193.4%
MCD vs ELF
+332.6%
-139.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.9% |
| 7D | -1.6% | +1.6% | -3.2% | -1.8% |
| 30D | +14.1% | +9.1% | +5.0% | +13.3% |
| 3M | +0.6% | +28.2% | -27.6% | -1.5% |
| 6M | 0.0% | +119.5% | -119.5% | -6.5% |
| YTD | -9.3% | +55.2% | -64.4% | -13.3% |
| 1Y | -9.3% | +58.6% | -67.9% | -13.6% |
| 3Y | +8.6% | +21.3% | -12.7% | -0.6% |
| 5Y | +21.9% | +276.2% | -254.3% | -6.4% |
| All | +193.4% | +332.6% | -139.2% | +101.5% |
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