+545.8%
MPC vs ELAN
-17.0%
+562.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.1% |
| 7D | +11.2% | +4.0% | +7.2% | +10.1% |
| 30D | -14.5% | +18.8% | -33.2% | -18.7% |
| 3M | +16.7% | +19.0% | -2.3% | +10.4% |
| 6M | +67.6% | +22.8% | +44.7% | +55.3% |
| YTD | +157.9% | +18.3% | +139.6% | +136.5% |
| 1Y | +116.7% | +21.8% | +94.9% | +96.1% |
| 3Y | +199.8% | +153.8% | +45.9% | +93.1% |
| 5Y | +604.4% | -18.9% | +623.3% | +641.1% |
| All | +545.8% | -17.0% | +562.8% | +449.3% |
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