+177.0%
MCD vs ELF
+357.0%
-179.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | -2.8% | +5.4% | -8.2% | -3.2% |
| 30D | -6.0% | +27.0% | -33.0% | -7.9% |
| 3M | -5.6% | +113.2% | -118.8% | -11.4% |
| 6M | -21.9% | +36.6% | -58.4% | -24.3% |
| YTD | -14.7% | +44.2% | -58.9% | -18.0% |
| 1Y | -17.3% | -18.0% | +0.7% | -17.4% |
| 3Y | -2.2% | -19.9% | +17.8% | -6.4% |
| 5Y | +20.3% | +257.7% | -237.4% | -7.3% |
| All | +177.0% | +357.0% | -179.9% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling