-25.6%
ELAN vs MLM
+176.4%
-202.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +4.0% | -0.9% | +4.9% | +4.5% |
| 30D | +18.8% | +9.0% | +9.7% | +13.8% |
| 3M | +19.0% | -5.6% | +24.5% | +22.2% |
| 6M | +22.8% | -10.7% | +33.5% | +29.3% |
| YTD | +18.3% | -17.2% | +35.5% | +29.1% |
| 1Y | +21.8% | -14.2% | +36.0% | +30.7% |
| 3Y | +153.8% | +15.6% | +138.2% | +131.5% |
| 5Y | -18.9% | +26.2% | -45.2% | -30.4% |
| All | -25.6% | +176.4% | -202.0% | -56.5% |
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