+282.0%
MXL vs ELAN
-28.2%
+310.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.2% | +6.9% |
| 7D | +18.9% | -5.4% | +24.3% | +21.7% |
| 30D | +0.3% | +4.7% | -4.4% | -1.8% |
| 3M | -8.0% | -3.7% | -4.4% | -8.3% |
| 6M | +341.2% | -1.2% | +342.4% | +326.3% |
| YTD | +327.8% | +2.4% | +325.4% | +306.3% |
| 1Y | +364.9% | +23.4% | +341.5% | +301.7% |
| 3Y | +229.2% | +96.7% | +132.5% | +102.9% |
| 5Y | +42.8% | -30.6% | +73.4% | +55.2% |
| All | +282.0% | -28.2% | +310.2% | +211.5% |
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