+303.5%
MXL vs ELAN
+41.2%
+262.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.5% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | -7.0% | -6.6% | -0.4% | -6.0% |
| 3M | -33.4% | -0.8% | -32.6% | -34.0% |
| 6M | +260.2% | +0.2% | +259.9% | +254.2% |
| YTD | +260.0% | +8.3% | +251.7% | +247.1% |
| 1Y | +303.5% | +40.2% | +263.2% | +243.4% |
| All | +303.5% | +41.2% | +262.3% | +243.4% |
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