+1,010.1%
MDB vs ELF
+422.9%
+587.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.4% | -2.3% |
| 7D | -18.0% | -1.2% | -16.8% | -17.9% |
| 30D | -10.7% | +5.9% | -16.6% | -12.2% |
| 3M | +1.0% | +99.5% | -98.5% | -14.3% |
| 6M | +31.6% | +26.5% | +5.1% | +22.5% |
| YTD | -15.2% | +37.2% | -52.4% | -23.2% |
| 1Y | +10.1% | -24.4% | +34.5% | +11.6% |
| 3Y | -5.6% | -23.3% | +17.7% | -14.2% |
| 5Y | -24.5% | +245.2% | -269.7% | -57.2% |
| All | +1,010.1% | +422.9% | +587.2% | +400.6% |
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