+96.7%
ELAN vs MCO
+42.6%
+54.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +0.6% |
| 7D | -5.4% | -3.8% | -1.7% | -3.6% |
| 30D | +4.7% | -0.4% | +5.1% | +4.8% |
| 3M | -3.7% | +7.7% | -11.4% | -7.6% |
| 6M | -1.2% | +7.0% | -8.2% | -5.5% |
| YTD | +2.4% | -6.4% | +8.8% | +5.0% |
| 1Y | +23.4% | -7.6% | +31.0% | +27.1% |
| 3Y | +96.7% | +43.2% | +53.5% | +38.5% |
| All | +96.7% | +42.6% | +54.1% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling