-35.6%
ELAN vs MGY
+113.5%
-149.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -5.4% | +3.5% | -9.0% | -6.2% |
| 30D | +4.7% | +5.3% | -0.6% | +3.4% |
| 3M | -3.7% | +2.6% | -6.3% | -4.7% |
| 6M | -1.2% | -3.3% | +2.1% | -1.9% |
| YTD | +2.4% | +29.2% | -26.8% | -5.5% |
| 1Y | +23.4% | +18.0% | +5.3% | +16.1% |
| 3Y | +96.7% | +30.0% | +66.7% | +78.2% |
| 5Y | -30.6% | +92.7% | -123.3% | -44.3% |
| All | -35.6% | +113.5% | -149.1% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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