+78.1%
MMM vs ELF
+316.3%
-238.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.9% |
| 7D | -0.8% | +3.4% | -4.2% | -1.2% |
| 30D | +14.4% | +5.0% | +9.5% | +13.8% |
| 3M | +1.8% | +22.6% | -20.8% | -0.7% |
| 6M | +31.3% | +104.0% | -72.7% | +20.6% |
| YTD | +18.0% | +49.3% | -31.3% | +11.4% |
| 1Y | +10.9% | +46.0% | -35.2% | +4.9% |
| 3Y | +160.6% | +19.4% | +141.2% | +136.3% |
| 5Y | +44.5% | +262.0% | -217.5% | +10.4% |
| All | +78.1% | +316.3% | -238.3% | +19.8% |
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