+19.9%
MDT vs ELF
-3.2%
+23.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +6.1% |
| 7D | +10.7% | -1.5% | +12.3% | +10.8% |
| 30D | +19.3% | +9.5% | +9.8% | +19.1% |
| 3M | +22.8% | +29.4% | -6.6% | +22.1% |
| 6M | +36.4% | +83.7% | -47.4% | +35.2% |
| YTD | +12.1% | +49.4% | -37.4% | +10.5% |
| 1Y | +19.9% | -3.9% | +23.9% | +19.3% |
| All | +19.9% | -3.2% | +23.2% | +19.3% |
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