+357.2%
ELF vs MDY
+171.2%
+186.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +6.3% | 0.0% | +6.3% | +6.3% |
| 30D | +8.5% | +1.0% | +7.5% | +7.4% |
| 3M | +24.4% | -4.1% | +28.5% | +29.9% |
| 6M | +94.7% | +0.6% | +94.1% | +93.4% |
| YTD | +55.9% | +12.9% | +42.9% | +37.8% |
| 1Y | +48.4% | +14.6% | +33.8% | +29.4% |
| 3Y | +24.6% | +57.1% | -32.5% | -16.9% |
| 5Y | +285.0% | +37.1% | +247.9% | +191.6% |
| 10Y | +357.2% | +171.5% | +185.7% | +71.5% |
| All | +357.2% | +171.2% | +186.1% | +71.5% |
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 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