+679.9%
MPC vs ELAN
-30.4%
+710.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | +3.2% | -4.6% | +7.8% | +3.8% |
| 30D | +25.0% | +5.7% | +19.3% | +24.0% |
| 3M | +55.2% | -3.9% | +59.0% | +55.4% |
| 6M | +86.4% | -1.6% | +88.0% | +84.6% |
| YTD | +148.5% | +4.1% | +144.4% | +143.2% |
| 1Y | +121.7% | +25.5% | +96.2% | +109.4% |
| 3Y | +172.9% | +103.2% | +69.7% | +127.6% |
| 5Y | +679.9% | -29.8% | +709.7% | +740.4% |
| All | +679.9% | -30.4% | +710.3% | +740.4% |
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 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