+9.6%
ELAN vs MKTX
+5.2%
+4.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +5.3% | +0.9% | +4.4% | +5.3% |
| 3M | -9.7% | +2.4% | -12.1% | -9.7% |
| 6M | +3.0% | +10.6% | -7.6% | +2.0% |
| YTD | +4.6% | -7.3% | +12.0% | +5.0% |
| 1Y | +9.6% | +4.8% | +4.8% | +10.6% |
| All | +9.6% | +5.2% | +4.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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