+2,968.0%
MPC vs ELV
+589.6%
+2,378.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -16.2% | +1.3% | -17.5% | -16.8% |
| 30D | -15.7% | +5.3% | -21.0% | -17.8% |
| 3M | +24.9% | +9.2% | +15.7% | +19.5% |
| 6M | +52.7% | +14.5% | +38.1% | +41.8% |
| YTD | +131.9% | +23.2% | +108.7% | +104.9% |
| 1Y | +96.6% | +38.0% | +58.6% | +64.1% |
| 3Y | +163.8% | -1.5% | +165.3% | +144.6% |
| 5Y | +533.1% | +8.5% | +524.6% | +439.7% |
| 10Y | +1,118.6% | +309.5% | +809.2% | +411.3% |
| All | +2,968.0% | +589.6% | +2,378.4% | +772.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling