-37.3%
MP vs ELV
+39.2%
-76.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +11.0% | -0.5% | +11.5% | +11.0% |
| 30D | -11.7% | +1.1% | -12.8% | -11.3% |
| 3M | -30.8% | +8.2% | -39.0% | -29.5% |
| 6M | -42.9% | +10.2% | -53.1% | -41.3% |
| YTD | -25.9% | +24.4% | -50.3% | -25.0% |
| 1Y | -37.3% | +33.8% | -71.1% | -37.4% |
| All | -37.3% | +39.2% | -76.5% | -37.4% |
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