+505.7%
MPC vs ELAN
-24.0%
+529.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.4% | +1.6% | +3.8% | +5.0% |
| 30D | +31.0% | -6.6% | +37.5% | +32.9% |
| 3M | +46.0% | -0.8% | +46.9% | +45.1% |
| 6M | +77.3% | +0.2% | +77.1% | +72.3% |
| YTD | +141.9% | +8.3% | +133.6% | +128.5% |
| 1Y | +120.9% | +40.2% | +80.7% | +90.5% |
| 3Y | +182.7% | +97.7% | +84.9% | +97.9% |
| 5Y | +646.4% | -28.3% | +674.7% | +723.4% |
| All | +505.7% | -24.0% | +529.8% | +430.6% |
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 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