-24.4%
ELF vs MDY
+15.1%
-39.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.0% |
| 7D | -1.2% | +1.0% | -2.2% | -2.4% |
| 30D | +5.9% | -3.1% | +9.0% | +10.4% |
| 3M | +99.5% | +1.8% | +97.7% | +94.5% |
| 6M | +26.5% | +10.8% | +15.7% | +8.4% |
| YTD | +37.2% | +14.4% | +22.7% | +10.0% |
| 1Y | -24.4% | +15.2% | -39.6% | -39.5% |
| All | -24.4% | +15.1% | -39.5% | -39.5% |
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 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