-34.6%
ELAN vs MLM
+170.7%
-205.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | -4.6% | -2.7% | -1.9% | -3.3% |
| 30D | +5.7% | -8.3% | +14.0% | +10.4% |
| 3M | -3.9% | -12.0% | +8.1% | +1.9% |
| 6M | -1.6% | -17.6% | +16.0% | +8.1% |
| YTD | +4.1% | -18.9% | +22.9% | +14.8% |
| 1Y | +25.5% | -17.6% | +43.2% | +37.4% |
| 3Y | +103.2% | +16.8% | +86.4% | +84.1% |
| 5Y | -29.8% | +41.0% | -70.8% | -42.8% |
| All | -34.6% | +170.7% | -205.3% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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