+161.6%
ELAN vs MLM
+18.8%
+142.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.0% |
| 7D | +11.4% | -3.8% | +15.2% | +13.7% |
| 30D | +17.1% | +11.0% | +6.1% | +10.9% |
| 3M | +21.3% | -3.1% | +24.4% | +23.2% |
| 6M | +13.5% | -9.8% | +23.3% | +19.1% |
| YTD | +18.6% | -14.4% | +33.0% | +27.3% |
| 1Y | +24.9% | -12.6% | +37.5% | +32.9% |
| 3Y | +161.6% | +19.7% | +141.9% | +124.8% |
| All | +161.6% | +18.8% | +142.8% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling