+23.3%
MDT vs ELV
-2.1%
+25.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -3.4% | +3.2% | -6.6% | -3.8% |
| 30D | +0.2% | +5.4% | -5.1% | -0.5% |
| 3M | +14.3% | +5.4% | +8.9% | +13.2% |
| 6M | +4.0% | +45.7% | -41.7% | -1.6% |
| YTD | -3.7% | +21.2% | -24.9% | -6.8% |
| 1Y | -0.4% | +35.6% | -36.0% | -5.6% |
| 3Y | +23.3% | -2.0% | +25.3% | +17.7% |
| All | +23.3% | -2.1% | +25.4% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling