+1,098.3%
MPC vs ELF
+357.0%
+741.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -8.8% | +6.3% | -15.1% | -9.8% |
| 30D | -14.4% | +8.5% | -22.9% | -15.7% |
| 3M | +21.9% | +24.4% | -2.5% | +17.1% |
| 6M | +60.1% | +94.7% | -34.6% | +41.0% |
| YTD | +142.3% | +55.9% | +86.5% | +118.2% |
| 1Y | +101.7% | +48.4% | +53.3% | +83.0% |
| 3Y | +184.8% | +24.6% | +160.1% | +132.3% |
| 5Y | +564.6% | +285.0% | +279.6% | +266.8% |
| 10Y | +1,098.3% | +357.2% | +741.1% | +416.2% |
| All | +1,098.3% | +357.0% | +741.3% | +416.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling