+23.0%
MMM vs ELF
-3.2%
+26.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +9.4% |
| 7D | +12.2% | -1.5% | +13.8% | +12.4% |
| 30D | +18.8% | +9.5% | +9.3% | +17.9% |
| 3M | +7.4% | +29.4% | -22.0% | +5.0% |
| 6M | +38.3% | +83.7% | -45.4% | +31.5% |
| YTD | +22.9% | +49.4% | -26.6% | +18.7% |
| 1Y | +23.0% | -3.9% | +26.9% | +20.3% |
| All | +23.0% | -3.2% | +26.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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