+39.2%
MDT vs ELF
+357.0%
-317.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +1.0% |
| 7D | +3.2% | +5.4% | -2.1% | +2.8% |
| 30D | +9.5% | +27.0% | -17.5% | +7.3% |
| 3M | +16.0% | +113.2% | -97.2% | +8.8% |
| 6M | +0.2% | +36.6% | -36.4% | -2.9% |
| YTD | -0.3% | +44.2% | -44.5% | -4.2% |
| 1Y | +4.7% | -18.0% | +22.7% | +4.5% |
| 3Y | +26.5% | -19.9% | +46.5% | +20.7% |
| 5Y | -18.2% | +257.7% | -275.9% | -37.8% |
| All | +39.2% | +357.0% | -317.7% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling