+487.3%
MELI vs ELAN
-28.2%
+515.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.9% |
| 7D | -4.1% | -5.4% | +1.3% | -2.5% |
| 30D | +3.8% | +4.7% | -0.9% | +2.3% |
| 3M | +17.8% | -3.7% | +21.5% | +18.8% |
| 6M | +7.4% | -1.2% | +8.6% | +6.5% |
| YTD | -5.8% | +2.4% | -8.2% | -7.9% |
| 1Y | -18.9% | +23.4% | -42.2% | -25.5% |
| 3Y | +33.3% | +96.7% | -63.3% | -7.1% |
| 5Y | +2.7% | -30.6% | +33.3% | +10.8% |
| All | +487.3% | -28.2% | +515.4% | +554.8% |
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