+54.0%
MMM vs ELF
+334.6%
-280.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -8.0% | +5.9% | -13.9% | -8.7% |
| 3M | +9.4% | +99.5% | -90.2% | +1.0% |
| 6M | +10.2% | +26.5% | -16.3% | +6.6% |
| YTD | +6.1% | +37.2% | -31.1% | +1.3% |
| 1Y | +10.8% | -24.4% | +35.2% | +11.5% |
| 3Y | +104.8% | -23.3% | +128.1% | +95.5% |
| 5Y | +27.0% | +245.2% | -218.1% | -2.1% |
| All | +54.0% | +334.6% | -280.6% | +4.5% |
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