+173.4%
MPC vs ELV
-4.6%
+178.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | +5.4% | +3.3% | +2.1% | +5.2% |
| 30D | +31.0% | +4.2% | +26.8% | +30.5% |
| 3M | +46.0% | -0.1% | +46.1% | +45.9% |
| 6M | +77.3% | +41.3% | +36.1% | +72.6% |
| YTD | +141.9% | +17.4% | +124.5% | +138.2% |
| 1Y | +120.9% | +35.1% | +85.9% | +114.2% |
| All | +173.4% | -4.6% | +178.1% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling