+29.4%
MMM vs ELF
+259.0%
-229.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -3.3% | +5.4% | -8.7% | -3.9% |
| 30D | -7.0% | +27.0% | -34.0% | -9.4% |
| 3M | +10.8% | +113.2% | -102.4% | +2.2% |
| 6M | +5.8% | +36.6% | -30.8% | +1.7% |
| YTD | +6.8% | +44.2% | -37.5% | +1.8% |
| 1Y | +10.4% | -18.0% | +28.4% | +10.2% |
| 3Y | +104.7% | -19.9% | +124.6% | +92.5% |
| All | +29.4% | +259.0% | -229.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling