+339.0%
MCK vs ELF
+217.5%
+121.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -2.9% | -11.6% | +8.7% | -2.8% |
| 30D | +0.4% | +4.6% | -4.2% | +0.4% |
| 3M | +12.1% | +59.7% | -47.6% | +11.5% |
| 6M | -5.4% | +21.2% | -26.7% | -5.7% |
| YTD | +7.8% | +27.4% | -19.7% | +7.2% |
| 1Y | +22.9% | -29.8% | +52.8% | +23.6% |
| 3Y | +110.7% | -28.5% | +139.2% | +108.2% |
| All | +339.0% | +217.5% | +121.5% | +246.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling