+110.7%
MCK vs ELF
-29.5%
+140.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -2.9% | -11.6% | +8.7% | -3.2% |
| 30D | +0.4% | +4.6% | -4.2% | +0.5% |
| 3M | +12.1% | +59.7% | -47.6% | +13.2% |
| 6M | -5.4% | +21.2% | -26.7% | -5.0% |
| YTD | +7.8% | +27.4% | -19.7% | +8.3% |
| 1Y | +22.9% | -29.8% | +52.8% | +23.0% |
| 3Y | +110.7% | -28.5% | +139.2% | +119.7% |
| All | +110.7% | -29.5% | +140.2% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling