-9.3%
MCD vs ELF
+53.2%
-62.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.8% |
| 7D | -1.6% | +1.6% | -3.2% | -1.7% |
| 30D | +14.1% | +9.1% | +5.0% | +13.5% |
| 3M | +0.6% | +28.2% | -27.6% | -0.9% |
| 6M | 0.0% | +119.5% | -119.5% | -4.6% |
| YTD | -9.3% | +55.2% | -64.4% | -13.1% |
| 1Y | -9.3% | +58.6% | -67.9% | -13.6% |
| All | -9.3% | +53.2% | -62.5% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling