+1,079.5%
MPC vs ELF
+337.1%
+742.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -2.1% |
| 7D | -16.2% | +4.0% | -20.2% | -16.8% |
| 30D | -15.7% | +10.6% | -26.3% | -17.2% |
| 3M | +24.9% | +25.8% | -0.9% | +19.5% |
| 6M | +52.7% | +89.1% | -36.4% | +35.1% |
| YTD | +131.9% | +52.7% | +79.1% | +109.6% |
| 1Y | +96.6% | +51.7% | +44.9% | +77.5% |
| 3Y | +163.8% | +14.2% | +149.6% | +119.6% |
| 5Y | +533.1% | +270.7% | +262.4% | +253.4% |
| All | +1,079.5% | +337.1% | +742.3% | +408.1% |
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