+106.6%
MMM vs ELF
-17.1%
+123.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -3.3% | +5.4% | -8.7% | -3.8% |
| 30D | -7.0% | +27.0% | -34.0% | -9.2% |
| 3M | +10.8% | +113.2% | -102.4% | +2.8% |
| 6M | +5.8% | +36.6% | -30.8% | +2.0% |
| YTD | +6.8% | +44.2% | -37.5% | +2.2% |
| 1Y | +10.4% | -18.0% | +28.4% | +10.2% |
| All | +106.6% | -17.1% | +123.7% | +84.4% |
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