+117.2%
MPC vs ELF
-3.2%
+120.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.0% | -8.0% |
| 7D | -10.9% | -1.5% | -9.4% | -11.0% |
| 30D | -9.4% | +9.5% | -18.9% | -8.7% |
| 3M | +26.0% | +29.4% | -3.4% | +28.6% |
| 6M | +56.5% | +83.7% | -27.2% | +65.0% |
| YTD | +144.3% | +49.4% | +94.8% | +155.5% |
| 1Y | +117.2% | -3.9% | +121.2% | +122.5% |
| All | +117.2% | -3.2% | +120.5% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling