+158.4%
MMM vs ELF
+24.2%
+134.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.3% |
| 7D | -0.4% | +1.6% | -2.0% | -0.5% |
| 30D | +12.1% | +9.1% | +3.0% | +11.2% |
| 3M | +1.4% | +28.2% | -26.8% | -1.1% |
| 6M | +26.6% | +119.5% | -93.0% | +17.1% |
| YTD | +16.8% | +55.2% | -38.3% | +11.0% |
| 1Y | +10.1% | +58.6% | -48.5% | +4.4% |
| 3Y | +158.4% | +21.3% | +137.1% | +112.9% |
| All | +158.4% | +24.2% | +134.2% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling