+157.1%
MMM vs ELF
+18.9%
+138.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -1.9% |
| 7D | +6.2% | +4.0% | +2.2% | +5.8% |
| 30D | +14.2% | +10.6% | +3.6% | +13.1% |
| 3M | +2.9% | +25.8% | -22.9% | +0.6% |
| 6M | +27.6% | +89.1% | -61.5% | +19.6% |
| YTD | +17.3% | +52.7% | -35.5% | +11.7% |
| 1Y | +15.1% | +51.7% | -36.7% | +9.5% |
| 3Y | +157.1% | +14.2% | +142.9% | +120.8% |
| All | +157.1% | +18.9% | +138.2% | +120.8% |
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 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