-10.1%
MDB vs ELV
-1.4%
-8.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +11.6% | -0.5% | +12.0% | +11.6% |
| 30D | -8.9% | +1.1% | -10.0% | -9.0% |
| 3M | -22.4% | +8.2% | -30.6% | -22.9% |
| 6M | +10.1% | +10.2% | -0.2% | +9.2% |
| YTD | -19.0% | +24.4% | -43.5% | -20.2% |
| 1Y | -7.0% | +33.8% | -40.8% | -8.0% |
| All | -10.1% | -1.4% | -8.7% | -10.3% |
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