+199.6%
MCD vs ELF
+383.9%
-184.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.3% | -1.0% |
| 7D | +7.1% | +4.0% | +3.1% | +6.8% |
| 30D | +19.8% | +10.6% | +9.2% | +18.8% |
| 3M | +0.8% | +25.8% | -25.0% | -1.2% |
| 6M | -1.3% | +89.1% | -90.4% | -6.7% |
| YTD | -7.8% | +52.7% | -60.5% | -11.8% |
| 1Y | -5.0% | +51.7% | -56.7% | -9.1% |
| 3Y | +10.5% | +14.2% | -3.7% | +1.8% |
| 5Y | +22.0% | +270.7% | -248.7% | -6.1% |
| 10Y | +216.7% | +341.9% | -125.3% | +116.7% |
| All | +199.6% | +383.9% | -184.3% | +105.1% |
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