+2,071.4%
MU vs ELAN
-28.2%
+2,099.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -4.1% | -5.4% | +1.4% | -2.0% |
| 30D | +7.0% | +4.7% | +2.3% | +4.9% |
| 3M | -2.1% | -3.7% | +1.6% | -1.5% |
| 6M | +133.1% | -1.2% | +134.3% | +130.7% |
| YTD | +241.9% | +2.4% | +239.5% | +233.5% |
| 1Y | +548.8% | +23.4% | +525.4% | +488.3% |
| 3Y | +1,308.2% | +96.7% | +1,211.5% | +894.4% |
| 5Y | +1,260.7% | -30.6% | +1,291.3% | +1,354.0% |
| All | +2,071.4% | -28.2% | +2,099.5% | +1,888.6% |
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 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