+11.6%
MDB vs ELV
+36.3%
-24.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.6% | +3.3% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -14.9% | +6.7% | -21.6% | -16.0% |
| 3M | +7.3% | +3.0% | +4.4% | +6.5% |
| 6M | +38.2% | +48.0% | -9.8% | +31.4% |
| YTD | -10.9% | +20.0% | -31.0% | -14.5% |
| 1Y | +11.6% | +37.9% | -26.2% | +9.6% |
| All | +11.6% | +36.3% | -24.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling