-5.6%
MDB vs ELV
-6.4%
+0.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | -18.0% | -0.3% | -17.7% | -18.0% |
| 30D | -10.7% | +2.0% | -12.7% | -10.9% |
| 3M | +1.0% | -3.5% | +4.5% | +1.1% |
| 6M | +31.6% | +40.2% | -8.6% | +30.2% |
| YTD | -15.2% | +15.8% | -31.0% | -16.1% |
| 1Y | +10.1% | +33.2% | -23.1% | +9.4% |
| 3Y | -5.6% | -6.2% | +0.6% | -10.8% |
| All | -5.6% | -6.4% | +0.7% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling