-18.0%
ELF vs MDY
+17.9%
-35.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +1.9% |
| 7D | +5.4% | +0.1% | +5.2% | +5.1% |
| 30D | +27.0% | -1.5% | +28.5% | +29.4% |
| 3M | +113.2% | +0.8% | +112.4% | +110.9% |
| 6M | +36.6% | +7.4% | +29.2% | +23.2% |
| YTD | +44.2% | +15.2% | +29.0% | +14.6% |
| 1Y | -18.0% | +16.5% | -34.5% | -35.4% |
| All | -18.0% | +17.9% | -35.9% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling