+1,049.8%
MDB vs ELV
+139.7%
+910.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.7% |
| 7D | -17.4% | +3.3% | -20.8% | -18.1% |
| 30D | -2.0% | +4.2% | -6.2% | -3.1% |
| 3M | -3.0% | -0.1% | -2.9% | -3.3% |
| 6M | +48.7% | +41.3% | +7.4% | +36.0% |
| YTD | -12.1% | +17.4% | -29.6% | -16.3% |
| 1Y | +14.5% | +35.1% | -20.6% | +4.8% |
| 3Y | -6.1% | -3.2% | -2.9% | -9.3% |
| 5Y | -27.3% | +15.6% | -42.9% | -35.0% |
| All | +1,049.8% | +139.7% | +910.1% | +609.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling