+45.8%
MPC vs ELF
+76.3%
-30.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -4.3% |
| 7D | -12.8% | -2.7% | -10.0% | -13.0% |
| 30D | -12.7% | +6.9% | -19.6% | -11.8% |
| 3M | +27.1% | +27.2% | -0.1% | +31.4% |
| 6M | +45.8% | +84.9% | -39.1% | +61.2% |
| All | +45.8% | +76.3% | -30.5% | +61.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling