-20.7%
MDLN vs ELV
+21.0%
-41.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.5% | -10.0% | -3.8% |
| 7D | -11.1% | +2.8% | -13.8% | -10.7% |
| 30D | -8.4% | +4.9% | -13.3% | -7.8% |
| 3M | -12.4% | +4.9% | -17.3% | -11.7% |
| 6M | -23.3% | +45.1% | -68.3% | -18.7% |
| YTD | -22.5% | +20.7% | -43.2% | -18.8% |
| All | -20.7% | +21.0% | -41.7% | -16.1% |
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