+338.3%
ELF vs MDY
+163.5%
+174.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.1% |
| 7D | +4.0% | -1.7% | +5.6% | +5.8% |
| 30D | +10.6% | -0.9% | +11.5% | +11.6% |
| 3M | +25.8% | -5.7% | +31.6% | +33.7% |
| 6M | +89.1% | -2.9% | +92.0% | +94.8% |
| YTD | +52.7% | +9.8% | +42.9% | +38.9% |
| 1Y | +51.7% | +13.5% | +38.2% | +33.7% |
| 3Y | +14.2% | +51.9% | -37.7% | -21.2% |
| 5Y | +270.7% | +32.0% | +238.7% | +191.6% |
| 10Y | +341.9% | +176.5% | +165.5% | +80.8% |
| All | +338.3% | +163.5% | +174.8% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling