+89.6%
MCD vs ELAN
-28.2%
+117.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.2% | -5.4% | +4.2% | -0.5% |
| 30D | -7.8% | +4.7% | -12.5% | -8.4% |
| 3M | -10.7% | -3.7% | -7.0% | -10.5% |
| 6M | -21.3% | -1.2% | -20.1% | -21.8% |
| YTD | -15.8% | +2.4% | -18.1% | -16.9% |
| 1Y | -16.0% | +23.4% | -39.4% | -19.5% |
| 3Y | -3.0% | +96.7% | -99.6% | -17.4% |
| 5Y | +18.6% | -30.6% | +49.2% | +27.9% |
| All | +89.6% | -28.2% | +117.7% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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