+445.3%
MP vs ELF
+508.9%
-63.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.0% |
| 7D | -2.9% | +5.4% | -8.2% | -3.8% |
| 30D | +13.8% | +27.0% | -13.2% | +8.7% |
| 3M | -16.7% | +113.2% | -129.9% | -28.2% |
| 6M | -11.5% | +36.6% | -48.1% | -17.6% |
| YTD | +7.9% | +44.2% | -36.3% | -1.4% |
| 1Y | -15.0% | -18.0% | +2.9% | -15.2% |
| 3Y | +153.5% | -19.9% | +173.4% | +126.3% |
| 5Y | +58.7% | +257.7% | -199.0% | -28.2% |
| All | +445.3% | +508.9% | -63.6% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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