+274.4%
ELF vs MDY
+32.0%
+242.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.0% |
| 7D | +4.0% | -1.7% | +5.6% | +6.0% |
| 30D | +10.6% | -0.9% | +11.5% | +11.7% |
| 3M | +25.8% | -5.7% | +31.6% | +34.8% |
| 6M | +89.1% | -2.9% | +92.0% | +95.5% |
| YTD | +52.7% | +9.8% | +42.9% | +36.8% |
| 1Y | +51.7% | +13.5% | +38.2% | +31.0% |
| 3Y | +14.2% | +51.9% | -37.7% | -24.4% |
| All | +274.4% | +32.0% | +242.4% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling