+277.5%
MP vs ELF
+562.7%
-285.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.8% | +6.1% |
| 7D | -1.6% | +7.8% | -9.4% | -2.9% |
| 30D | -18.2% | +9.3% | -27.4% | -19.5% |
| 3M | -26.1% | +21.2% | -47.3% | -28.9% |
| 6M | -44.0% | +96.1% | -140.1% | -51.1% |
| YTD | -25.3% | +57.0% | -82.2% | -32.9% |
| 1Y | -35.6% | +61.9% | -97.4% | -42.6% |
| 3Y | +147.1% | +20.0% | +127.0% | +97.0% |
| 5Y | -11.3% | +284.8% | -296.0% | -60.1% |
| All | +277.5% | +562.7% | -285.2% | +60.9% |
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