-30.4%
ELAN vs MKTX
-60.5%
+30.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | +4.7% | +0.7% | +4.0% | +4.6% |
| 3M | -3.7% | +40.8% | -44.5% | -8.8% |
| 6M | -1.2% | -8.0% | +6.8% | +0.1% |
| YTD | +2.4% | -8.7% | +11.1% | +3.8% |
| 1Y | +23.4% | -11.8% | +35.2% | +25.6% |
| 3Y | +96.7% | -24.0% | +120.7% | +99.2% |
| All | -30.4% | -60.5% | +30.1% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling