+254.1%
MP vs ELV
+75.5%
+178.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.1% |
| 7D | -10.5% | +1.3% | -11.8% | -10.7% |
| 30D | -23.5% | +5.3% | -28.8% | -24.1% |
| 3M | -25.4% | +9.2% | -34.7% | -26.3% |
| 6M | -51.3% | +14.5% | -65.8% | -52.3% |
| YTD | -29.9% | +23.2% | -53.1% | -32.7% |
| 1Y | -31.8% | +38.0% | -69.9% | -36.0% |
| 3Y | +127.0% | -1.5% | +128.5% | +127.2% |
| 5Y | -3.3% | +8.5% | -11.8% | -6.0% |
| All | +254.1% | +75.5% | +178.6% | +207.4% |
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 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