-10.9%
MP vs ELV
+5.9%
-16.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | +1.0% | +8.5% | +9.4% |
| 30D | -3.0% | +0.4% | -3.4% | -3.1% |
| 3M | -30.4% | +8.4% | -38.7% | -31.0% |
| 6M | -39.2% | +8.4% | -47.6% | -39.9% |
| YTD | -23.3% | +24.4% | -47.7% | -26.2% |
| 1Y | -32.6% | +33.5% | -66.1% | -36.1% |
| 3Y | +159.3% | -2.1% | +161.3% | +162.7% |
| All | -10.9% | +5.9% | -16.8% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling