+1,917.0%
MCD vs ELV
+2,593.2%
-676.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.9% | -1.1% | -0.9% | -1.7% |
| 30D | +16.6% | +1.8% | +14.9% | +16.2% |
| 3M | +0.9% | +10.5% | -9.5% | -1.3% |
| 6M | +1.5% | +13.5% | -12.0% | -1.8% |
| YTD | -8.3% | +24.3% | -32.6% | -13.7% |
| 1Y | -8.1% | +38.9% | -47.1% | -15.7% |
| 3Y | +10.3% | -1.5% | +11.8% | +7.3% |
| 5Y | +23.4% | +7.3% | +16.1% | +16.6% |
| 10Y | +205.9% | +268.7% | -62.8% | +116.2% |
| All | +1,917.0% | +2,593.2% | -676.2% | +937.6% |
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