+3,101.0%
MPC vs ELV
+557.4%
+2,543.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | +5.4% | +3.3% | +2.1% | +4.0% |
| 30D | +31.0% | +4.2% | +26.8% | +28.6% |
| 3M | +46.0% | -0.1% | +46.1% | +44.9% |
| 6M | +77.3% | +41.3% | +36.1% | +50.5% |
| YTD | +141.9% | +17.4% | +124.5% | +119.5% |
| 1Y | +120.9% | +35.1% | +85.9% | +86.2% |
| 3Y | +182.7% | -3.2% | +185.9% | +164.7% |
| 5Y | +646.4% | +15.6% | +630.8% | +512.0% |
| 10Y | +1,138.7% | +276.8% | +862.0% | +442.0% |
| All | +3,101.0% | +557.4% | +2,543.6% | +834.0% |
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