+18.9%
MCD vs ELAN
-31.8%
+50.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | 0.0% |
| 7D | -2.5% | -6.4% | +3.9% | -2.2% |
| 30D | -7.0% | +0.6% | -7.6% | -7.1% |
| 3M | -9.8% | 0.0% | -9.8% | -9.9% |
| 6M | -21.8% | -3.4% | -18.3% | -21.9% |
| YTD | -15.6% | +1.0% | -16.6% | -15.9% |
| 1Y | -15.2% | +24.7% | -39.9% | -16.6% |
| 3Y | -2.6% | +97.2% | -99.8% | -9.2% |
| 5Y | +18.9% | -31.5% | +50.4% | +30.5% |
| All | +18.9% | -31.8% | +50.7% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling