+67.5%
MET vs ELAN
+99.1%
-31.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -0.5% | -5.4% | +4.9% | +0.3% |
| 30D | +0.5% | +4.7% | -4.2% | -0.2% |
| 3M | +11.6% | -3.7% | +15.3% | +11.8% |
| 6M | +40.8% | -1.2% | +42.0% | +39.7% |
| YTD | +25.7% | +2.4% | +23.3% | +23.9% |
| 1Y | +24.4% | +23.4% | +1.0% | +18.9% |
| 3Y | +67.5% | +96.7% | -29.2% | +47.7% |
| All | +67.5% | +99.1% | -31.6% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling