+23.5%
EL vs MDY
+175.0%
-151.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.5% |
| 7D | -4.4% | -2.5% | -1.8% | -2.1% |
| 30D | +10.3% | -5.0% | +15.3% | +15.6% |
| 3M | +13.4% | +0.5% | +12.9% | +12.9% |
| 6M | +3.1% | +8.0% | -4.9% | -3.8% |
| YTD | -6.9% | +12.2% | -19.1% | -16.0% |
| 1Y | +11.9% | +14.0% | -2.1% | -0.4% |
| 3Y | -33.8% | +48.2% | -82.0% | -52.5% |
| 5Y | -69.0% | +46.1% | -115.0% | -77.2% |
| All | +23.5% | +175.0% | -151.4% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling