-1.6%
MDLN vs ELAN
+12.2%
-13.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +3.0% | +15.4% | +17.7% |
| 7D | +24.7% | +11.7% | +12.9% | +22.2% |
| 30D | +12.7% | +12.4% | +0.3% | +10.3% |
| 3M | -4.0% | -1.1% | -2.9% | -4.3% |
| 6M | -8.7% | +12.4% | -21.1% | -10.9% |
| YTD | -3.9% | +11.8% | -15.8% | -6.4% |
| All | -1.6% | +12.2% | -13.8% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling