-19.5%
MDT vs ELF
+230.6%
-250.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | -0.4% |
| 7D | -0.3% | -6.8% | +6.5% | -0.1% |
| 30D | +2.8% | +5.1% | -2.3% | +2.6% |
| 3M | +13.1% | +79.8% | -66.7% | +10.7% |
| 6M | +2.3% | +29.7% | -27.4% | +1.1% |
| YTD | -2.7% | +31.6% | -34.3% | -4.1% |
| 1Y | +0.9% | -27.9% | +28.8% | +1.3% |
| 3Y | +26.8% | -26.4% | +53.3% | +22.8% |
| 5Y | -19.5% | +235.6% | -255.1% | -36.1% |
| All | -19.5% | +230.6% | -250.1% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling