-5.9%
MDB vs ELF
+18.9%
-24.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.8% |
| 7D | -11.4% | +4.0% | -15.4% | -11.9% |
| 30D | -13.8% | +10.6% | -24.4% | -15.1% |
| 3M | -15.5% | +25.8% | -41.3% | -18.6% |
| 6M | +17.9% | +89.1% | -71.1% | +6.3% |
| YTD | -25.5% | +52.7% | -78.2% | -31.1% |
| 1Y | -12.1% | +51.7% | -63.8% | -18.9% |
| 3Y | -5.9% | +14.2% | -20.1% | -17.5% |
| All | -5.9% | +18.9% | -24.8% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling