-68.4%
EL vs MDY
+45.8%
-114.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -1.7% |
| 7D | -2.4% | -0.8% | -1.6% | -1.5% |
| 30D | +13.7% | -3.9% | +17.5% | +18.9% |
| 3M | +14.5% | 0.0% | +14.5% | +14.5% |
| 6M | +7.4% | +8.5% | -1.1% | -2.3% |
| YTD | -4.7% | +13.2% | -17.9% | -17.3% |
| 1Y | +12.9% | +15.0% | -2.1% | -3.8% |
| 3Y | -32.2% | +49.6% | -81.8% | -56.8% |
| 5Y | -68.4% | +46.0% | -114.4% | -78.9% |
| All | -68.4% | +45.8% | -114.2% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling