+445.3%
MP vs ELAN
+11.2%
+434.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -2.9% | +1.6% | -4.5% | -3.3% |
| 30D | +13.8% | -6.6% | +20.4% | +15.7% |
| 3M | -16.7% | -0.8% | -15.8% | -17.2% |
| 6M | -11.5% | +0.2% | -11.7% | -13.0% |
| YTD | +7.9% | +8.3% | -0.3% | +3.4% |
| 1Y | -15.0% | +40.2% | -55.3% | -25.4% |
| 3Y | +153.5% | +97.7% | +55.8% | +82.2% |
| 5Y | +58.7% | -28.3% | +86.9% | +46.5% |
| All | +445.3% | +11.2% | +434.1% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling