+373.1%
MCO vs ELF
+317.0%
+56.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.9% |
| 7D | -3.1% | -6.8% | +3.6% | -2.3% |
| 30D | -0.5% | +5.1% | -5.6% | -1.3% |
| 3M | +5.7% | +79.8% | -74.1% | -2.7% |
| 6M | +3.0% | +29.7% | -26.7% | -1.4% |
| YTD | -6.5% | +31.6% | -38.1% | -11.1% |
| 1Y | -5.8% | -27.9% | +22.1% | -4.3% |
| 3Y | +43.1% | -26.4% | +69.5% | +35.6% |
| 5Y | +29.5% | +235.6% | -206.1% | -8.2% |
| All | +373.1% | +317.0% | +56.1% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling