+183.9%
MCD vs ELV
+261.9%
-78.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | -6.1% | +2.0% | -8.1% | -6.6% |
| 3M | -7.3% | -3.5% | -3.8% | -6.8% |
| 6M | -20.9% | +40.2% | -61.1% | -28.1% |
| YTD | -14.7% | +15.8% | -30.5% | -19.0% |
| 1Y | -16.1% | +33.2% | -49.3% | -23.7% |
| 3Y | -1.5% | -6.2% | +4.7% | -3.4% |
| 5Y | +20.4% | +16.4% | +4.0% | +8.4% |
| All | +183.9% | +261.9% | -78.0% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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