+20.2%
ELAN vs MLM
-16.0%
+36.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.9% |
| 7D | +11.9% | -2.0% | +13.9% | +13.2% |
| 30D | +18.3% | +9.5% | +8.7% | +11.7% |
| 3M | +19.7% | -4.7% | +24.5% | +23.4% |
| 6M | +23.7% | -10.7% | +34.4% | +31.5% |
| YTD | +17.1% | -16.6% | +33.7% | +26.4% |
| 1Y | +20.2% | -15.4% | +35.6% | +26.8% |
| All | +20.2% | -16.0% | +36.2% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling