+543.0%
MPC vs ELAN
-17.8%
+560.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +9.4% | +11.9% | -2.5% | +6.0% |
| 30D | -13.4% | +18.3% | -31.7% | -17.7% |
| 3M | +18.9% | +19.7% | -0.9% | +12.3% |
| 6M | +64.9% | +23.7% | +41.3% | +52.5% |
| YTD | +156.8% | +17.1% | +139.7% | +136.2% |
| 1Y | +113.2% | +20.2% | +93.0% | +93.7% |
| 3Y | +201.8% | +148.1% | +53.7% | +95.9% |
| 5Y | +601.4% | -19.8% | +621.1% | +640.0% |
| All | +543.0% | -17.8% | +560.9% | +448.5% |
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