+73.6%
MMM vs ELF
+393.6%
-320.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -2.6% | +4.3% | -6.9% | -3.1% |
| 30D | +17.4% | +7.7% | +9.6% | +16.4% |
| 3M | +3.6% | +24.7% | -21.1% | +0.9% |
| 6M | +33.0% | +114.6% | -81.6% | +21.6% |
| YTD | +19.6% | +55.8% | -36.1% | +12.5% |
| 1Y | +14.0% | +51.9% | -37.9% | +7.4% |
| 3Y | +164.3% | +24.6% | +139.7% | +138.7% |
| 5Y | +49.3% | +279.2% | -229.8% | +13.9% |
| 10Y | +78.4% | +338.7% | -260.4% | +19.7% |
| All | +73.6% | +393.6% | -320.0% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling