+1,582.2%
EL vs MDY
+2,296.7%
-714.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +2.9% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +19.8% | -1.5% | +21.3% | +21.1% |
| 3M | +25.7% | +0.8% | +24.9% | +25.0% |
| 6M | +5.4% | +7.4% | -2.0% | +0.4% |
| YTD | +0.2% | +15.2% | -15.0% | -9.1% |
| 1Y | +20.4% | +16.5% | +3.9% | +8.5% |
| 3Y | -32.1% | +46.8% | -78.9% | -47.0% |
| 5Y | -67.2% | +46.0% | -113.2% | -73.9% |
| 10Y | +31.7% | +172.1% | -140.3% | -30.4% |
| All | +1,582.2% | +2,296.7% | -714.5% | +157.5% |
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