-11.6%
MDB vs ELF
+24.2%
-35.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.6% | -2.3% |
| 7D | +6.8% | +1.6% | +5.2% | +6.5% |
| 30D | -6.2% | +9.1% | -15.3% | -7.5% |
| 3M | -29.2% | +28.2% | -57.4% | -32.1% |
| 6M | +10.3% | +119.5% | -109.2% | -3.0% |
| YTD | -20.4% | +55.2% | -75.5% | -26.6% |
| 1Y | -4.8% | +58.6% | -63.4% | -13.0% |
| 3Y | -11.6% | +21.3% | -32.9% | -32.6% |
| All | -11.6% | +24.2% | -35.8% | -32.6% |
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 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