+950.8%
MU vs ELAN
+150.7%
+800.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | +12.8% | +4.0% | +8.8% | +11.2% |
| 30D | -14.9% | +18.8% | -33.6% | -19.8% |
| 3M | -18.0% | +19.0% | -37.0% | -23.1% |
| 6M | -3.1% | +22.8% | -26.0% | -10.2% |
| YTD | +172.9% | +18.3% | +154.6% | +153.3% |
| 1Y | +228.8% | +21.8% | +207.1% | +201.7% |
| 3Y | +950.8% | +153.8% | +797.0% | +634.1% |
| All | +950.8% | +150.7% | +800.1% | +634.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling