+40.9%
MCO vs ELF
-30.3%
+71.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.1% |
| 7D | -7.3% | -10.8% | +3.5% | -6.4% |
| 30D | -1.7% | +0.8% | -2.5% | -1.8% |
| 3M | +3.9% | +64.8% | -60.8% | -0.8% |
| 6M | +3.8% | +19.0% | -15.2% | +1.7% |
| YTD | -7.9% | +25.9% | -33.8% | -10.4% |
| 1Y | -6.8% | -28.8% | +21.9% | -5.7% |
| All | +40.9% | -30.3% | +71.3% | +32.3% |
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