-18.2%
MDT vs ELV
+24.6%
-42.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -2.0% |
| 7D | -3.4% | +2.8% | -6.2% | -3.9% |
| 30D | +0.2% | +4.9% | -4.7% | -0.7% |
| 3M | +14.3% | +4.9% | +9.4% | +12.9% |
| 6M | +4.0% | +45.1% | -41.1% | -3.2% |
| YTD | -3.7% | +20.7% | -24.3% | -7.7% |
| 1Y | -0.4% | +35.0% | -35.4% | -7.0% |
| 3Y | +23.3% | -2.4% | +25.8% | +20.6% |
| All | -18.2% | +24.6% | -42.7% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling