+582.3%
MPC vs ELF
+283.9%
+298.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.5% | +3.4% |
| 7D | +2.6% | +4.3% | -1.7% | +2.4% |
| 30D | -12.2% | +7.7% | -19.9% | -12.6% |
| 3M | +20.1% | +24.7% | -4.6% | +18.5% |
| 6M | +60.6% | +114.6% | -54.0% | +53.2% |
| YTD | +150.6% | +55.8% | +94.8% | +142.5% |
| 1Y | +104.7% | +51.9% | +52.7% | +98.3% |
| 3Y | +194.5% | +24.6% | +169.9% | +171.1% |
| 5Y | +582.3% | +279.2% | +303.1% | +431.7% |
| All | +582.3% | +283.9% | +298.4% | +431.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling