+153.3%
MP vs ELV
-3.7%
+157.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.1% | +1.4% |
| 7D | -2.9% | +3.3% | -6.2% | -2.9% |
| 30D | +13.8% | +4.2% | +9.7% | +13.7% |
| 3M | -16.7% | -0.1% | -16.6% | -16.7% |
| 6M | -11.5% | +41.3% | -52.7% | -13.0% |
| YTD | +7.9% | +17.4% | -9.5% | +6.6% |
| 1Y | -15.0% | +35.1% | -50.1% | -18.0% |
| All | +153.3% | -3.7% | +157.0% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling