-34.6%
MP vs ELV
+42.6%
-77.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.9% | -10.0% | -3.9% |
| 7D | -12.5% | +4.8% | -17.3% | -11.5% |
| 30D | -23.3% | +10.1% | -33.4% | -21.6% |
| 3M | -24.4% | +15.4% | -39.7% | -21.7% |
| 6M | -45.8% | +17.7% | -63.5% | -43.1% |
| YTD | -28.9% | +25.7% | -54.6% | -25.2% |
| 1Y | -34.6% | +39.9% | -74.4% | -26.9% |
| All | -34.6% | +42.6% | -77.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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