-8.1%
MDB vs ELAN
+99.1%
-107.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.4% |
| 7D | -1.8% | -5.4% | +3.7% | -0.7% |
| 30D | -17.3% | +4.7% | -22.0% | -18.3% |
| 3M | +2.2% | -3.7% | +5.9% | +2.1% |
| 6M | +33.9% | -1.2% | +35.1% | +30.6% |
| YTD | -13.7% | +2.4% | -16.1% | -16.2% |
| 1Y | +9.1% | +23.4% | -14.3% | +0.4% |
| 3Y | -8.1% | +96.7% | -104.8% | -38.7% |
| All | -8.1% | +99.1% | -107.2% | -38.7% |
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