+25.7%
MMM vs ELAN
-31.8%
+57.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | -3.2% | -6.4% | +3.2% | -2.0% |
| 30D | -10.7% | +0.6% | -11.3% | -10.9% |
| 3M | +4.3% | 0.0% | +4.3% | +3.9% |
| 6M | +5.9% | -3.4% | +9.3% | +5.5% |
| YTD | +3.2% | +1.0% | +2.1% | +1.8% |
| 1Y | +8.0% | +24.7% | -16.7% | +2.1% |
| 3Y | +99.1% | +97.2% | +1.8% | +61.1% |
| 5Y | +25.7% | -31.5% | +57.3% | +17.0% |
| All | +25.7% | -31.8% | +57.6% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling