-7.5%
ELV vs MDY
+48.7%
-56.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | -0.2% | -3.9% | +3.7% | +0.8% |
| 3M | -6.1% | 0.0% | -6.1% | -6.2% |
| 6M | +42.8% | +8.5% | +34.3% | +39.1% |
| YTD | +14.4% | +13.2% | +1.2% | +10.1% |
| 1Y | +28.6% | +15.0% | +13.6% | +23.3% |
| All | -7.5% | +48.7% | -56.2% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling