+25.5%
ELAN vs MLM
-18.7%
+44.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.6% |
| 7D | -4.6% | -2.7% | -1.9% | -2.9% |
| 30D | +5.7% | -8.3% | +14.0% | +11.6% |
| 3M | -3.9% | -12.0% | +8.1% | +3.2% |
| 6M | -1.6% | -17.6% | +16.0% | +10.5% |
| YTD | +4.1% | -18.9% | +22.9% | +15.6% |
| 1Y | +25.5% | -17.6% | +43.2% | +36.4% |
| All | +25.5% | -18.7% | +44.3% | +36.4% |
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