+109.8%
ELAN vs MLM
+20.2%
+89.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +1.6% | -2.9% | +4.5% | +3.1% |
| 30D | -6.6% | -6.8% | +0.3% | -3.2% |
| 3M | -0.8% | -11.2% | +10.4% | +4.7% |
| 6M | +0.2% | -21.8% | +22.1% | +12.4% |
| YTD | +8.3% | -17.0% | +25.2% | +17.8% |
| 1Y | +40.2% | -16.4% | +56.6% | +52.0% |
| All | +109.8% | +20.2% | +89.6% | +94.8% |
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