+920.8%
MDB vs ELF
+498.2%
+422.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.9% | +4.0% |
| 7D | -0.9% | +7.8% | -8.8% | -2.6% |
| 30D | -15.2% | +9.3% | -24.4% | -16.8% |
| 3M | -17.9% | +21.2% | -39.1% | -21.8% |
| 6M | +9.3% | +96.1% | -86.8% | -7.5% |
| YTD | -22.0% | +57.0% | -79.0% | -31.6% |
| 1Y | -9.3% | +61.9% | -71.2% | -21.4% |
| 3Y | -10.4% | +20.0% | -30.4% | -27.2% |
| 5Y | -43.2% | +284.8% | -328.0% | -68.6% |
| All | +920.8% | +498.2% | +422.6% | +345.8% |
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