+1,965.7%
MCD vs ELV
+2,522.7%
-557.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.2% |
| 7D | +5.9% | +1.1% | +4.8% | +5.7% |
| 30D | +19.6% | +1.3% | +18.3% | +19.3% |
| 3M | +3.3% | +6.6% | -3.3% | +1.8% |
| 6M | +3.5% | +11.6% | -8.1% | +0.5% |
| YTD | -6.1% | +21.1% | -27.2% | -11.1% |
| 1Y | -3.7% | +34.2% | -37.9% | -11.0% |
| 3Y | +13.4% | -2.9% | +16.3% | +10.6% |
| 5Y | +25.2% | +4.6% | +20.5% | +18.9% |
| 10Y | +211.3% | +272.8% | -61.6% | +119.6% |
| All | +1,965.7% | +2,522.7% | -557.0% | +968.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling