-0.7%
MDT vs ELF
+264.1%
-264.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.5% |
| 7D | -3.7% | +3.4% | -7.0% | -3.8% |
| 30D | +8.6% | +5.0% | +3.6% | +8.4% |
| 3M | +12.2% | +22.6% | -10.4% | +11.3% |
| 6M | +33.7% | +104.0% | -70.2% | +30.3% |
| YTD | +7.8% | +49.3% | -41.5% | +5.8% |
| 1Y | +8.9% | +46.0% | -37.1% | +6.9% |
| 3Y | +57.6% | +19.4% | +38.2% | +48.6% |
| 5Y | -0.7% | +262.0% | -262.7% | -19.6% |
| All | -0.7% | +264.1% | -264.8% | -19.6% |
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 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