+158.5%
MP vs ELAN
+105.8%
+52.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.0% |
| 7D | +3.0% | +0.3% | +2.8% | +3.0% |
| 30D | +8.3% | +8.4% | 0.0% | +6.5% |
| 3M | -3.8% | +1.2% | -5.1% | -4.8% |
| 6M | -4.9% | +2.6% | -7.5% | -6.6% |
| YTD | +9.6% | +5.9% | +3.7% | +6.8% |
| 1Y | -11.7% | +25.8% | -37.5% | -17.4% |
| 3Y | +158.5% | +106.8% | +51.7% | +89.2% |
| All | +158.5% | +105.8% | +52.7% | +89.2% |
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