+96.7%
ELAN vs MTB
+114.2%
-17.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.3% |
| 3M | -3.7% | +6.0% | -9.6% | -6.9% |
| 6M | -1.2% | +19.6% | -20.8% | -10.1% |
| YTD | +2.4% | +21.5% | -19.1% | -8.1% |
| 1Y | +23.4% | +24.7% | -1.3% | +8.9% |
| 3Y | +96.7% | +108.6% | -11.9% | +22.9% |
| All | +96.7% | +114.2% | -17.5% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling