+2,385.0%
ELV vs MDY
+1,011.2%
+1,373.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | -0.3% | +1.0% | -1.3% | -0.9% |
| 30D | +2.0% | -3.1% | +5.1% | +4.0% |
| 3M | -3.5% | +1.8% | -5.3% | -4.9% |
| 6M | +40.2% | +10.8% | +29.4% | +30.4% |
| YTD | +15.8% | +14.4% | +1.4% | +5.3% |
| 1Y | +33.2% | +15.2% | +18.0% | +20.5% |
| 3Y | -6.2% | +51.2% | -57.4% | -31.3% |
| 5Y | +16.4% | +47.2% | -30.8% | -15.3% |
| 10Y | +259.8% | +171.1% | +88.6% | +69.4% |
| All | +2,385.0% | +1,011.2% | +1,373.8% | +364.8% |
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