-36.5%
ELAN vs MTB
+77.4%
-113.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.1% |
| 7D | -6.4% | -0.4% | -6.0% | -6.2% |
| 30D | +0.6% | -4.6% | +5.2% | +2.5% |
| 3M | 0.0% | +7.4% | -7.5% | -3.2% |
| 6M | -3.4% | +18.7% | -22.1% | -10.2% |
| YTD | +1.0% | +21.1% | -20.1% | -7.1% |
| 1Y | +24.7% | +24.1% | +0.6% | +13.2% |
| 3Y | +97.2% | +115.3% | -18.1% | +40.9% |
| 5Y | -31.5% | +106.0% | -137.5% | -51.9% |
| All | -36.5% | +77.4% | -113.9% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling