-20.7%
MDLN vs ELV
+21.5%
-42.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.5% |
| 7D | -11.1% | +3.2% | -14.3% | -10.7% |
| 30D | -8.4% | +5.4% | -13.7% | -7.7% |
| 3M | -12.4% | +5.4% | -17.7% | -11.7% |
| 6M | -23.3% | +45.7% | -69.0% | -18.7% |
| YTD | -22.5% | +21.2% | -43.7% | -18.7% |
| All | -20.7% | +21.5% | -42.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling