-35.6%
ELAN vs MTB
+78.0%
-113.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | +4.7% | -4.8% | +9.5% | +6.8% |
| 3M | -3.7% | +6.0% | -9.6% | -6.2% |
| 6M | -1.2% | +19.6% | -20.8% | -8.4% |
| YTD | +2.4% | +21.5% | -19.1% | -6.0% |
| 1Y | +23.4% | +24.7% | -1.3% | +11.7% |
| 3Y | +96.7% | +108.6% | -11.9% | +42.3% |
| 5Y | -30.6% | +106.7% | -137.3% | -51.3% |
| All | -35.6% | +78.0% | -113.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling