+1,710.0%
EL vs MDY
+2,237.1%
-527.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +1.5% | +2.3% | -0.7% | -0.1% |
| 30D | +10.0% | +2.0% | +8.0% | +8.5% |
| 3M | +28.4% | -5.6% | +34.0% | +33.7% |
| 6M | +37.1% | +1.3% | +35.8% | +35.8% |
| YTD | +7.8% | +12.3% | -4.5% | -0.5% |
| 1Y | +26.0% | +15.8% | +10.3% | +13.9% |
| 3Y | +3.8% | +56.5% | -52.7% | -22.3% |
| 5Y | -65.2% | +35.1% | -100.3% | -70.9% |
| 10Y | +62.1% | +167.4% | -105.3% | -13.2% |
| All | +1,710.0% | +2,237.1% | -527.1% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling