+277.7%
ELF vs MDY
+171.6%
+106.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.0% |
| 7D | -6.8% | -0.8% | -6.0% | -6.0% |
| 30D | +5.1% | -3.9% | +8.9% | +9.4% |
| 3M | +79.8% | 0.0% | +79.8% | +80.1% |
| 6M | +29.7% | +8.5% | +21.2% | +19.4% |
| YTD | +31.6% | +13.2% | +18.4% | +16.1% |
| 1Y | -27.9% | +15.0% | -42.9% | -36.9% |
| 3Y | -26.4% | +49.6% | -76.0% | -48.6% |
| 5Y | +235.6% | +46.0% | +189.6% | +140.2% |
| All | +277.7% | +171.6% | +106.1% | +66.3% |
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