+22.5%
MMM vs ELAN
-25.7%
+48.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.2% |
| 7D | -1.6% | +0.3% | -1.8% | -1.7% |
| 30D | -8.0% | +8.4% | -16.4% | -9.6% |
| 3M | +9.4% | +1.2% | +8.1% | +8.6% |
| 6M | +10.2% | +2.6% | +7.6% | +8.4% |
| YTD | +6.1% | +5.9% | +0.2% | +3.5% |
| 1Y | +10.8% | +25.8% | -15.0% | +3.9% |
| 3Y | +104.8% | +106.8% | -2.0% | +62.5% |
| 5Y | +27.0% | -29.3% | +56.3% | +25.1% |
| All | +22.5% | -25.7% | +48.2% | +8.1% |
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