-16.0%
MCD vs ELAN
+25.6%
-41.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -1.2% | -5.4% | +4.2% | -1.0% |
| 30D | -7.8% | +4.7% | -12.5% | -7.9% |
| 3M | -10.7% | -3.7% | -7.0% | -10.6% |
| 6M | -21.3% | -1.2% | -20.1% | -21.2% |
| YTD | -15.8% | +2.4% | -18.1% | -15.8% |
| 1Y | -16.0% | +23.4% | -39.4% | -16.1% |
| All | -16.0% | +25.6% | -41.6% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling