-51.3%
MP vs ELV
+15.1%
-66.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +4.6% |
| 7D | -10.5% | +1.3% | -11.8% | -10.1% |
| 30D | -23.5% | +5.3% | -28.8% | -22.7% |
| 3M | -25.4% | +9.2% | -34.7% | -24.1% |
| 6M | -51.3% | +14.5% | -65.8% | -46.1% |
| All | -51.3% | +15.1% | -66.3% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling