-17.0%
MDLN vs ELV
+14.7%
-31.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -2.0% |
| 7D | -6.2% | -2.2% | -4.0% | -6.4% |
| 30D | +0.7% | -0.2% | +0.9% | +0.7% |
| 3M | -5.4% | -6.1% | +0.7% | -5.9% |
| 6M | -21.6% | +42.8% | -64.4% | -16.9% |
| YTD | -18.9% | +14.4% | -33.3% | -15.5% |
| All | -17.0% | +14.7% | -31.7% | -12.8% |
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