+119.6%
MPC vs ELAN
+21.9%
+97.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -2.0% |
| 7D | +1.2% | -6.4% | +7.6% | +0.6% |
| 30D | +17.0% | +0.6% | +16.4% | +17.1% |
| 3M | +49.5% | 0.0% | +49.5% | +50.0% |
| 6M | +83.5% | -3.4% | +86.9% | +85.6% |
| YTD | +144.1% | +1.0% | +143.1% | +144.7% |
| 1Y | +119.6% | +24.7% | +94.9% | +117.6% |
| All | +119.6% | +21.9% | +97.7% | +117.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling