+1,633.1%
MU vs ELAN
-17.0%
+1,650.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | +12.8% | +4.0% | +8.8% | +11.1% |
| 30D | -14.9% | +18.8% | -33.6% | -20.2% |
| 3M | -18.0% | +19.0% | -37.0% | -23.5% |
| 6M | -3.1% | +22.8% | -26.0% | -10.7% |
| YTD | +172.9% | +18.3% | +154.6% | +151.9% |
| 1Y | +228.8% | +21.8% | +207.1% | +199.6% |
| 3Y | +950.8% | +153.8% | +797.0% | +579.8% |
| 5Y | +931.3% | -18.9% | +950.2% | +939.6% |
| All | +1,633.1% | -17.0% | +1,650.1% | +1,401.9% |
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