+1,308.2%
MU vs ELAN
+99.1%
+1,209.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -4.1% | -5.4% | +1.4% | -2.3% |
| 30D | +7.0% | +4.7% | +2.3% | +5.2% |
| 3M | -2.1% | -3.7% | +1.6% | -1.6% |
| 6M | +133.1% | -1.2% | +134.3% | +131.0% |
| YTD | +241.9% | +2.4% | +239.5% | +235.0% |
| 1Y | +548.8% | +23.4% | +525.4% | +498.4% |
| 3Y | +1,308.2% | +96.7% | +1,211.5% | +952.2% |
| All | +1,308.2% | +99.1% | +1,209.1% | +952.2% |
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