+264.6%
MP vs ELV
+77.2%
+187.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.7% |
| 7D | -3.6% | +3.8% | -7.5% | -4.0% |
| 30D | -21.0% | +4.1% | -25.1% | -21.4% |
| 3M | -33.3% | +8.5% | -41.8% | -34.0% |
| 6M | -45.9% | +14.6% | -60.5% | -47.1% |
| YTD | -27.8% | +24.4% | -52.2% | -30.7% |
| 1Y | -43.2% | +44.2% | -87.4% | -47.1% |
| 3Y | +144.0% | -1.4% | +145.5% | +144.5% |
| 5Y | -6.1% | +8.8% | -14.9% | -8.8% |
| All | +264.6% | +77.2% | +187.4% | +216.2% |
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