-32.6%
MP vs EL
+23.3%
-55.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.3% |
| 7D | +9.5% | +1.5% | +7.9% | +9.2% |
| 30D | -3.0% | +10.0% | -13.0% | -4.7% |
| 3M | -30.4% | +28.4% | -58.8% | -33.3% |
| 6M | -39.2% | +37.1% | -76.2% | -42.8% |
| YTD | -23.3% | +7.8% | -31.1% | -27.6% |
| 1Y | -32.6% | +26.0% | -58.7% | -38.3% |
| All | -32.6% | +23.3% | -55.9% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling