+267.3%
MP vs ELAN
+20.1%
+247.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.1% |
| 7D | +2.3% | +4.6% | -2.3% | +1.0% |
| 30D | -15.3% | +17.4% | -32.7% | -19.4% |
| 3M | -33.5% | +16.5% | -50.0% | -36.5% |
| 6M | -45.5% | +21.9% | -67.4% | -49.4% |
| YTD | -27.3% | +17.0% | -44.3% | -32.0% |
| 1Y | -40.7% | +15.8% | -56.5% | -44.5% |
| 3Y | +145.9% | +147.9% | -2.1% | +63.4% |
| 5Y | -13.9% | -19.1% | +5.2% | -22.7% |
| All | +267.3% | +20.1% | +247.2% | +213.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling