+1,106.2%
MPC vs ELV
+298.7%
+807.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +5.3% |
| 7D | -9.4% | +1.1% | -10.5% | -10.1% |
| 30D | -14.3% | +1.3% | -15.7% | -15.0% |
| 3M | +31.1% | +6.6% | +24.5% | +27.0% |
| 6M | +60.3% | +11.6% | +48.7% | +51.0% |
| YTD | +142.5% | +21.1% | +121.5% | +117.2% |
| 1Y | +104.6% | +34.2% | +70.3% | +74.1% |
| 3Y | +191.7% | -2.9% | +194.6% | +173.6% |
| 5Y | +549.2% | +4.6% | +544.6% | +462.7% |
| 10Y | +1,106.2% | +272.8% | +833.4% | +535.8% |
| All | +1,106.2% | +298.7% | +807.5% | +535.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling