+3,639.8%
MAR vs ELV
+2,594.5%
+1,045.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +1.6% | +1.0% | +0.7% | +1.3% |
| 30D | +13.8% | +0.4% | +13.4% | +13.5% |
| 3M | +20.3% | +8.4% | +11.9% | +16.5% |
| 6M | +21.3% | +8.4% | +12.9% | +16.5% |
| YTD | +37.2% | +24.4% | +12.8% | +23.8% |
| 1Y | +48.4% | +33.5% | +15.0% | +30.4% |
| 3Y | +120.1% | -2.1% | +122.2% | +108.5% |
| 5Y | +182.1% | +5.8% | +176.3% | +153.8% |
| 10Y | +530.2% | +268.9% | +261.3% | +234.6% |
| All | +3,639.8% | +2,594.5% | +1,045.3% | +997.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling