-7.7%
MDB vs ELF
-3.2%
-4.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | -16.5% | -1.5% | -15.0% | -16.5% |
| 30D | -8.6% | +9.5% | -18.1% | -8.8% |
| 3M | -13.6% | +29.4% | -43.0% | -14.4% |
| 6M | +24.1% | +83.7% | -59.7% | +23.0% |
| YTD | -21.8% | +49.4% | -71.2% | -21.3% |
| 1Y | -7.7% | -3.9% | -3.8% | -8.2% |
| All | -7.7% | -3.2% | -4.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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