+1,091.4%
MPC vs ELF
+357.7%
+733.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.4% |
| 7D | -12.8% | -2.7% | -10.0% | -12.4% |
| 30D | -12.7% | +6.9% | -19.6% | -13.8% |
| 3M | +27.1% | +27.2% | -0.1% | +21.4% |
| 6M | +45.8% | +84.9% | -39.1% | +29.5% |
| YTD | +134.7% | +44.5% | +90.2% | +114.3% |
| 1Y | +106.0% | -6.8% | +112.8% | +99.8% |
| 3Y | +165.5% | +14.2% | +151.2% | +120.3% |
| 5Y | +540.9% | +250.6% | +290.3% | +263.7% |
| 10Y | +1,133.6% | +318.0% | +815.6% | +435.8% |
| All | +1,091.4% | +357.7% | +733.7% | +417.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling