-6.1%
MP vs ELAN
-18.6%
+12.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -3.6% | +8.9% | -12.5% | -6.3% |
| 30D | -21.0% | +16.8% | -37.7% | -25.0% |
| 3M | -33.3% | +20.1% | -53.4% | -37.2% |
| 6M | -45.9% | +13.2% | -59.1% | -48.9% |
| YTD | -27.8% | +18.3% | -46.1% | -33.3% |
| 1Y | -43.2% | +20.2% | -63.4% | -47.9% |
| 3Y | +144.0% | +150.6% | -6.5% | +48.3% |
| 5Y | -6.1% | -18.9% | +12.8% | +10.5% |
| All | -6.1% | -18.6% | +12.5% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling