+297.0%
MXL vs ELAN
+13.9%
+283.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.0% | -14.1% | -11.4% |
| 7D | -24.3% | +11.7% | -36.1% | -25.5% |
| 30D | -46.1% | +12.4% | -58.5% | -47.0% |
| 3M | -21.8% | -1.1% | -20.7% | -21.8% |
| 6M | -27.2% | +12.4% | -39.7% | -30.8% |
| YTD | +226.2% | +11.8% | +214.3% | +219.5% |
| 1Y | +297.0% | +12.5% | +284.5% | +290.2% |
| All | +297.0% | +13.9% | +283.1% | +290.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling