-11.7%
MP vs ELV
+30.0%
-41.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.3% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +8.3% | +2.0% | +6.4% | +8.8% |
| 3M | -3.8% | -3.5% | -0.4% | -4.5% |
| 6M | -4.9% | +40.2% | -45.1% | +2.8% |
| YTD | +9.6% | +15.8% | -6.2% | +12.5% |
| 1Y | -11.7% | +33.2% | -44.9% | -4.9% |
| All | -11.7% | +30.0% | -41.7% | -4.9% |
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