+2.4%
MELI vs ELAN
-30.9%
+33.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.9% |
| 7D | -4.1% | -5.4% | +1.3% | -2.6% |
| 30D | +3.8% | +4.7% | -0.9% | +2.4% |
| 3M | +17.8% | -3.7% | +21.5% | +18.8% |
| 6M | +7.4% | -1.2% | +8.6% | +6.6% |
| YTD | -5.8% | +2.4% | -8.2% | -7.8% |
| 1Y | -18.9% | +23.4% | -42.2% | -25.3% |
| 3Y | +33.3% | +96.7% | -63.3% | -10.3% |
| All | +2.4% | -30.9% | +33.3% | +65.9% |
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