+116.7%
MPC vs ELF
+53.2%
+63.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.7% |
| 7D | +11.2% | +1.6% | +9.7% | +11.4% |
| 30D | -14.5% | +9.1% | -23.6% | -13.8% |
| 3M | +16.7% | +28.2% | -11.5% | +19.2% |
| 6M | +67.6% | +119.5% | -52.0% | +78.6% |
| YTD | +157.9% | +55.2% | +102.8% | +165.1% |
| 1Y | +116.7% | +58.6% | +58.1% | +121.6% |
| All | +116.7% | +53.2% | +63.4% | +121.6% |
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