+40.2%
ELAN vs MCO
+0.4%
+39.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.7% |
| 7D | +1.6% | -4.2% | +5.8% | +2.4% |
| 30D | -6.6% | +2.2% | -8.8% | -6.9% |
| 3M | -0.8% | +10.1% | -11.0% | -2.5% |
| 6M | +0.2% | +5.3% | -5.0% | -1.3% |
| YTD | +8.3% | -2.7% | +11.0% | +8.9% |
| 1Y | +40.2% | -0.4% | +40.6% | +40.3% |
| All | +40.2% | +0.4% | +39.9% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling