+127.0%
MP vs EL
+3.8%
+123.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.2% |
| 7D | -10.5% | +0.8% | -11.3% | -10.8% |
| 30D | -23.5% | +16.5% | -40.1% | -27.4% |
| 3M | -25.4% | +29.2% | -54.6% | -31.7% |
| 6M | -51.3% | +27.9% | -79.2% | -55.6% |
| YTD | -29.9% | +6.2% | -36.1% | -33.5% |
| 1Y | -31.8% | +27.2% | -59.0% | -39.8% |
| 3Y | +127.0% | +3.2% | +123.8% | +76.1% |
| All | +127.0% | +3.8% | +123.2% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling