-1.6%
MDLN vs ELF
+43.5%
-45.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.9% | +16.5% | +17.9% |
| 7D | +24.7% | -1.5% | +26.2% | +25.2% |
| 30D | +12.7% | +9.5% | +3.2% | +10.2% |
| 3M | -4.0% | +29.4% | -33.4% | -9.7% |
| 6M | -8.7% | +83.7% | -92.4% | -21.2% |
| YTD | -3.9% | +49.4% | -53.4% | -14.5% |
| All | -1.6% | +43.5% | -45.1% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling