+180.6%
MPC vs ELF
-19.9%
+200.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | +5.4% | +5.4% | +0.1% | +5.2% |
| 30D | +31.0% | +27.0% | +4.0% | +29.4% |
| 3M | +46.0% | +113.2% | -67.2% | +40.3% |
| 6M | +77.3% | +36.6% | +40.7% | +74.6% |
| YTD | +141.9% | +44.2% | +97.7% | +136.2% |
| 1Y | +120.9% | -18.0% | +138.9% | +123.5% |
| All | +180.6% | -19.9% | +200.5% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling