+153.3%
MP vs ELF
-19.9%
+173.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.1% |
| 7D | -2.9% | +5.4% | -8.2% | -3.5% |
| 30D | +13.8% | +27.0% | -13.2% | +10.3% |
| 3M | -16.7% | +113.2% | -129.9% | -24.6% |
| 6M | -11.5% | +36.6% | -48.1% | -15.6% |
| YTD | +7.9% | +44.2% | -36.3% | +1.6% |
| 1Y | -15.0% | -18.0% | +2.9% | -15.4% |
| All | +153.3% | -19.9% | +173.1% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling