+8.6%
MCD vs ELAN
+150.7%
-142.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | -1.6% | +4.0% | -5.7% | -1.8% |
| 30D | +14.1% | +18.8% | -4.6% | +13.5% |
| 3M | +0.6% | +19.0% | -18.4% | 0.0% |
| 6M | 0.0% | +22.8% | -22.8% | -0.7% |
| YTD | -9.3% | +18.3% | -27.6% | -9.9% |
| 1Y | -9.3% | +21.8% | -31.1% | -9.9% |
| 3Y | +8.6% | +153.8% | -145.2% | +4.0% |
| All | +8.6% | +150.7% | -142.1% | +4.0% |
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