-35.6%
ELAN vs MDY
+101.7%
-137.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.6% |
| 7D | -5.4% | -1.9% | -3.6% | -3.6% |
| 30D | +4.7% | -4.6% | +9.3% | +9.7% |
| 3M | -3.7% | -1.2% | -2.4% | -2.7% |
| 6M | -1.2% | +9.2% | -10.4% | -8.6% |
| YTD | +2.4% | +13.1% | -10.7% | -8.2% |
| 1Y | +23.4% | +13.0% | +10.4% | +10.5% |
| 3Y | +96.7% | +49.2% | +47.5% | +36.6% |
| 5Y | -30.6% | +47.2% | -77.8% | -50.7% |
| All | -35.6% | +101.7% | -137.3% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling