+83.0%
MMM vs ELF
+354.8%
-271.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.6% |
| 7D | +5.8% | +7.8% | -2.1% | +4.9% |
| 30D | +17.9% | +9.3% | +8.7% | +16.7% |
| 3M | +3.6% | +21.2% | -17.6% | +1.2% |
| 6M | +32.9% | +96.1% | -63.2% | +22.6% |
| YTD | +19.5% | +57.0% | -37.5% | +12.3% |
| 1Y | +16.5% | +61.9% | -45.3% | +9.0% |
| 3Y | +167.2% | +20.0% | +147.1% | +142.3% |
| 5Y | +48.2% | +284.8% | -236.5% | +12.8% |
| 10Y | +83.0% | +364.2% | -281.2% | +24.2% |
| All | +83.0% | +354.8% | -271.8% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling