-32.6%
MP vs ELF
+53.2%
-85.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +2.9% |
| 7D | +9.5% | +1.6% | +7.9% | +9.2% |
| 30D | -3.0% | +9.1% | -12.1% | -4.1% |
| 3M | -30.4% | +28.2% | -58.5% | -32.4% |
| 6M | -39.2% | +119.5% | -158.7% | -44.0% |
| YTD | -23.3% | +55.2% | -78.4% | -28.9% |
| 1Y | -32.6% | +58.6% | -91.2% | -37.6% |
| All | -32.6% | +53.2% | -85.9% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling