-18.9%
ELAN vs MLM
+27.9%
-46.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +2.9% |
| 7D | +11.4% | -3.8% | +15.2% | +13.9% |
| 30D | +17.1% | +11.0% | +6.1% | +10.4% |
| 3M | +21.3% | -3.1% | +24.4% | +23.3% |
| 6M | +13.5% | -9.8% | +23.3% | +19.5% |
| YTD | +18.6% | -14.4% | +33.0% | +28.2% |
| 1Y | +24.9% | -12.6% | +37.5% | +33.6% |
| 3Y | +161.6% | +19.7% | +141.9% | +126.5% |
| 5Y | -18.9% | +29.8% | -48.7% | -38.8% |
| All | -18.9% | +27.9% | -46.8% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling