+511.2%
MPC vs ELAN
-29.1%
+540.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -0.9% |
| 7D | +1.2% | -6.4% | +7.6% | +3.1% |
| 30D | +17.0% | +0.6% | +16.4% | +16.5% |
| 3M | +49.5% | 0.0% | +49.5% | +48.4% |
| 6M | +83.5% | -3.4% | +86.9% | +80.1% |
| YTD | +144.1% | +1.0% | +143.1% | +135.0% |
| 1Y | +119.6% | +24.7% | +94.9% | +96.2% |
| 3Y | +168.1% | +97.2% | +70.8% | +86.0% |
| 5Y | +671.3% | -31.5% | +702.8% | +755.8% |
| All | +511.2% | -29.1% | +540.3% | +445.7% |
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