+287.6%
MP vs EL
-36.3%
+323.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | +9.5% | +1.5% | +7.9% | +8.8% |
| 30D | -3.0% | +10.0% | -13.0% | -7.2% |
| 3M | -30.4% | +28.4% | -58.8% | -38.3% |
| 6M | -39.2% | +37.1% | -76.2% | -48.3% |
| YTD | -23.3% | +7.8% | -31.1% | -29.4% |
| 1Y | -32.6% | +26.0% | -58.7% | -42.9% |
| 3Y | +159.3% | +3.8% | +155.4% | +122.0% |
| 5Y | -16.4% | -65.2% | +48.7% | +37.1% |
| All | +287.6% | -36.3% | +323.9% | +381.0% |
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