+23.4%
ELAN vs MCO
-5.7%
+29.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.0% |
| 7D | -5.4% | -3.8% | -1.7% | -4.8% |
| 30D | +4.7% | -0.4% | +5.1% | +4.8% |
| 3M | -3.7% | +7.7% | -11.4% | -4.6% |
| 6M | -1.2% | +7.0% | -8.2% | -2.6% |
| YTD | +2.4% | -6.4% | +8.8% | +3.5% |
| 1Y | +23.4% | -7.6% | +31.0% | +21.8% |
| All | +23.4% | -5.7% | +29.1% | +21.8% |
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