+9.7%
MCD vs ELF
+24.7%
-15.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.9% | +4.3% | -6.2% | -2.0% |
| 30D | +16.6% | +7.7% | +8.9% | +16.4% |
| 3M | +0.9% | +24.7% | -23.8% | +0.5% |
| 6M | +1.5% | +114.6% | -113.2% | 0.0% |
| YTD | -8.3% | +55.8% | -64.1% | -9.3% |
| 1Y | -8.1% | +51.9% | -60.1% | -9.2% |
| All | +9.7% | +24.7% | -15.0% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling