+959.5%
MDB vs ELF
+469.1%
+490.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.4% |
| 7D | +11.6% | +3.4% | +8.2% | +10.7% |
| 30D | -8.9% | +5.0% | -13.9% | -9.9% |
| 3M | -22.4% | +22.6% | -45.0% | -26.3% |
| 6M | +10.1% | +104.0% | -93.9% | -7.7% |
| YTD | -19.0% | +49.3% | -68.3% | -28.2% |
| 1Y | -7.0% | +46.0% | -53.0% | -17.5% |
| 3Y | -9.8% | +19.4% | -29.2% | -26.9% |
| 5Y | -40.1% | +262.0% | -302.1% | -66.4% |
| All | +959.5% | +469.1% | +490.4% | +367.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling