+19.9%
MDT vs ELAN
+13.9%
+6.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +5.7% |
| 7D | +10.7% | +11.7% | -1.0% | +9.1% |
| 30D | +19.3% | +12.4% | +6.9% | +17.4% |
| 3M | +22.8% | -1.1% | +23.9% | +22.6% |
| 6M | +36.4% | +12.4% | +23.9% | +33.2% |
| YTD | +12.1% | +11.8% | +0.2% | +8.5% |
| 1Y | +19.9% | +12.5% | +7.4% | +16.2% |
| All | +19.9% | +13.9% | +6.1% | +16.2% |
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