-31.9%
ELAN vs MLM
+177.0%
-209.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.9% |
| YTD | +8.3% | -17.0% | +25.2% | +18.1% |
| 1Y | +40.2% | -16.4% | +56.6% | +52.4% |
| 3Y | +97.7% | +14.5% | +83.3% | +80.9% |
| 5Y | -28.3% | +41.7% | -70.0% | -41.8% |
| All | -31.9% | +177.0% | -209.0% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling