+4.7%
MDT vs ELF
-17.5%
+22.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +1.1% |
| 7D | +3.2% | +5.4% | -2.1% | +3.1% |
| 30D | +9.5% | +27.0% | -17.5% | +9.0% |
| 3M | +16.0% | +113.2% | -97.2% | +14.7% |
| 6M | +0.2% | +36.6% | -36.4% | -0.9% |
| YTD | -0.3% | +44.2% | -44.5% | -1.6% |
| 1Y | +4.7% | -18.0% | +22.7% | +4.6% |
| All | +4.7% | -17.5% | +22.3% | +4.6% |
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