+254.1%
MP vs EL
-37.2%
+291.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.0% |
| 7D | -10.5% | +0.8% | -11.3% | -10.9% |
| 30D | -23.5% | +16.5% | -40.1% | -28.8% |
| 3M | -25.4% | +29.2% | -54.6% | -34.1% |
| 6M | -51.3% | +27.9% | -79.2% | -57.3% |
| YTD | -29.9% | +6.2% | -36.1% | -35.1% |
| 1Y | -31.8% | +27.2% | -59.0% | -42.5% |
| 3Y | +127.0% | +3.2% | +123.8% | +94.5% |
| 5Y | -3.3% | -66.0% | +62.7% | +60.3% |
| All | +254.1% | -37.2% | +291.3% | +342.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling