+237.4%
MP vs ELF
+509.9%
-272.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -5.4% |
| 7D | -19.0% | -2.7% | -16.2% | -18.5% |
| 30D | -30.5% | +6.9% | -37.3% | -31.3% |
| 3M | -29.6% | +27.2% | -56.8% | -32.9% |
| 6M | -50.4% | +84.9% | -135.3% | -56.3% |
| YTD | -33.2% | +44.5% | -77.7% | -39.1% |
| 1Y | -38.6% | -6.8% | -31.8% | -40.0% |
| 3Y | +105.5% | +14.2% | +91.2% | +64.3% |
| 5Y | -7.8% | +250.6% | -258.5% | -57.8% |
| All | +237.4% | +509.9% | -272.5% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling