+445.3%
MP vs ELV
+67.3%
+378.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.1% | +1.6% |
| 7D | -2.9% | +3.3% | -6.2% | -3.2% |
| 30D | +13.8% | +4.2% | +9.7% | +13.2% |
| 3M | -16.7% | -0.1% | -16.6% | -16.9% |
| 6M | -11.5% | +41.3% | -52.7% | -16.0% |
| YTD | +7.9% | +17.4% | -9.5% | +4.4% |
| 1Y | -15.0% | +35.1% | -50.1% | -20.3% |
| 3Y | +153.5% | -3.2% | +156.8% | +153.8% |
| 5Y | +58.7% | +15.6% | +43.0% | +53.2% |
| All | +445.3% | +67.3% | +378.0% | +376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling