+2,762.3%
MCK vs ELV
+2,525.7%
+236.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -2.9% | +3.2% | -6.1% | -4.1% |
| 30D | +0.4% | +5.4% | -4.9% | -1.6% |
| 3M | +12.1% | +5.4% | +6.7% | +9.2% |
| 6M | -5.4% | +45.7% | -51.2% | -18.7% |
| YTD | +7.8% | +21.2% | -13.4% | -2.2% |
| 1Y | +22.9% | +35.6% | -12.7% | +6.2% |
| 3Y | +110.7% | -2.0% | +112.7% | +99.7% |
| 5Y | +346.2% | +26.0% | +320.2% | +276.4% |
| 10Y | +440.1% | +278.7% | +161.4% | +181.8% |
| All | +2,762.3% | +2,525.7% | +236.6% | +547.9% |
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