+254.1%
MP vs ELF
+544.9%
-290.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +3.9% |
| 7D | -10.5% | +4.0% | -14.5% | -11.2% |
| 30D | -23.5% | +10.6% | -34.1% | -25.0% |
| 3M | -25.4% | +25.8% | -51.3% | -28.7% |
| 6M | -51.3% | +89.1% | -140.3% | -57.2% |
| YTD | -29.9% | +52.7% | -82.6% | -36.7% |
| 1Y | -31.8% | +51.7% | -83.6% | -38.5% |
| 3Y | +127.0% | +14.2% | +112.8% | +83.2% |
| 5Y | -3.3% | +270.7% | -274.0% | -56.2% |
| All | +254.1% | +544.9% | -290.8% | +51.6% |
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