+19.9%
MDT vs ELV
+42.6%
-22.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.9% | +1.2% | +5.5% |
| 7D | +10.7% | +4.8% | +6.0% | +10.1% |
| 30D | +19.3% | +10.1% | +9.3% | +18.2% |
| 3M | +22.8% | +15.4% | +7.4% | +21.3% |
| 6M | +36.4% | +17.7% | +18.6% | +34.4% |
| YTD | +12.1% | +25.7% | -13.6% | +9.7% |
| 1Y | +19.9% | +39.9% | -19.9% | +14.5% |
| All | +19.9% | +42.6% | -22.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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