+237.4%
MP vs EL
-38.6%
+276.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.9% | -2.1% | -4.4% |
| 7D | -19.0% | -1.1% | -17.9% | -18.8% |
| 30D | -30.5% | +15.3% | -45.8% | -35.0% |
| 3M | -29.6% | +24.2% | -53.8% | -36.7% |
| 6M | -50.4% | +30.9% | -81.3% | -57.0% |
| YTD | -33.2% | +3.9% | -37.1% | -37.6% |
| 1Y | -38.6% | +19.9% | -58.4% | -46.7% |
| 3Y | +105.5% | +2.5% | +103.0% | +75.9% |
| 5Y | -7.8% | -66.7% | +58.9% | +54.2% |
| All | +237.4% | -38.6% | +276.0% | +325.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling