+453.7%
MP vs ELV
+65.1%
+388.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +8.3% | +2.0% | +6.4% | +8.0% |
| 3M | -3.8% | -3.5% | -0.4% | -3.6% |
| 6M | -4.9% | +40.2% | -45.1% | -9.8% |
| YTD | +9.6% | +15.8% | -6.2% | +6.2% |
| 1Y | -11.7% | +33.2% | -44.9% | -17.1% |
| 3Y | +158.5% | -6.2% | +164.7% | +160.3% |
| 5Y | +68.9% | +16.4% | +52.5% | +63.2% |
| All | +453.7% | +65.1% | +388.6% | +384.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling