+264.6%
MP vs ELF
+558.0%
-293.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -3.6% | +6.3% | -9.9% | -4.7% |
| 30D | -21.0% | +8.5% | -29.5% | -22.1% |
| 3M | -33.3% | +24.4% | -57.7% | -36.1% |
| 6M | -45.9% | +94.7% | -140.7% | -52.7% |
| YTD | -27.8% | +55.9% | -83.7% | -35.1% |
| 1Y | -43.2% | +48.4% | -91.6% | -48.5% |
| 3Y | +144.0% | +24.6% | +119.4% | +92.1% |
| 5Y | -6.1% | +285.0% | -291.1% | -57.8% |
| All | +264.6% | +558.0% | -293.4% | +55.6% |
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