+1,776.7%
MCD vs ELV
+2,444.2%
-667.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.1% |
| 7D | -2.8% | +3.3% | -6.1% | -3.5% |
| 30D | -6.0% | +4.2% | -10.2% | -6.9% |
| 3M | -5.6% | -0.1% | -5.5% | -5.9% |
| 6M | -21.9% | +41.3% | -63.1% | -28.0% |
| YTD | -14.7% | +17.4% | -32.1% | -18.6% |
| 1Y | -17.3% | +35.1% | -52.3% | -23.7% |
| 3Y | -2.2% | -3.2% | +1.1% | -4.5% |
| 5Y | +20.3% | +15.6% | +4.7% | +11.5% |
| 10Y | +180.7% | +276.8% | -96.1% | +97.7% |
| All | +1,776.7% | +2,444.2% | -667.5% | +878.0% |
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