-32.6%
MP vs ELAN
+21.2%
-53.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.2% |
| 7D | +9.5% | +4.0% | +5.4% | +8.3% |
| 30D | -3.0% | +18.8% | -21.7% | -7.3% |
| 3M | -30.4% | +19.0% | -49.3% | -33.3% |
| 6M | -39.2% | +22.8% | -62.0% | -43.7% |
| YTD | -23.3% | +18.3% | -41.6% | -27.7% |
| 1Y | -32.6% | +21.8% | -54.4% | -36.6% |
| All | -32.6% | +21.2% | -53.9% | -36.6% |
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