+333.2%
MDB vs ELAN
-25.7%
+358.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.7% |
| 7D | -18.0% | +0.3% | -18.3% | -18.2% |
| 30D | -10.7% | +8.4% | -19.1% | -13.5% |
| 3M | +1.0% | +1.2% | -0.2% | -1.0% |
| 6M | +31.6% | +2.6% | +29.0% | +25.4% |
| YTD | -15.2% | +5.9% | -21.1% | -19.9% |
| 1Y | +10.1% | +25.8% | -15.7% | -3.1% |
| 3Y | -5.6% | +106.8% | -112.5% | -38.1% |
| 5Y | -24.5% | -29.3% | +4.7% | -26.8% |
| All | +333.2% | -25.7% | +358.9% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling