-2.6%
MCD vs ELAN
+102.3%
-104.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.9% |
| 7D | -2.9% | -4.6% | +1.7% | -2.7% |
| 30D | -6.7% | +5.7% | -12.4% | -6.9% |
| 3M | -9.6% | -3.9% | -5.7% | -9.5% |
| 6M | -22.3% | -1.6% | -20.7% | -22.4% |
| YTD | -15.4% | +4.1% | -19.5% | -15.7% |
| 1Y | -16.8% | +25.5% | -42.3% | -17.5% |
| All | -2.6% | +102.3% | -104.9% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling