+2,127.0%
MU vs ELAN
-25.7%
+2,152.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.8% |
| 7D | +7.2% | +0.3% | +6.9% | +7.1% |
| 30D | +14.0% | +8.4% | +5.6% | +10.3% |
| 3M | +5.4% | +1.2% | +4.2% | +4.1% |
| 6M | +170.3% | +2.6% | +167.7% | +163.8% |
| YTD | +250.7% | +5.9% | +244.7% | +237.7% |
| 1Y | +662.1% | +25.8% | +636.3% | +585.8% |
| 3Y | +1,341.2% | +106.8% | +1,234.4% | +898.1% |
| 5Y | +1,319.3% | -29.3% | +1,348.6% | +1,406.9% |
| All | +2,127.0% | -25.7% | +2,152.7% | +1,913.8% |
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