-3.2%
MCD vs ELV
+41.6%
-44.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.5% | +0.1% |
| 7D | +7.3% | +3.8% | +3.4% | +7.0% |
| 30D | +20.0% | +4.1% | +15.8% | +19.7% |
| 3M | +3.8% | +8.5% | -4.7% | +3.4% |
| 6M | +3.8% | +14.6% | -10.8% | +3.3% |
| YTD | -5.9% | +24.4% | -30.2% | -7.4% |
| 1Y | -3.2% | +44.2% | -47.5% | -8.3% |
| All | -3.2% | +41.6% | -44.8% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling