+51.2%
MMM vs ELV
+278.2%
-227.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -2.3% |
| 7D | -3.2% | +0.9% | -4.1% | -3.5% |
| 30D | -10.7% | +7.2% | -17.8% | -12.3% |
| 3M | +4.3% | +3.4% | +0.9% | +2.9% |
| 6M | +5.9% | +48.6% | -42.7% | -5.4% |
| YTD | +3.2% | +20.6% | -17.4% | -3.1% |
| 1Y | +8.0% | +38.5% | -30.5% | -2.6% |
| 3Y | +99.1% | -2.4% | +101.5% | +93.4% |
| 5Y | +25.7% | +25.3% | +0.4% | +10.8% |
| All | +51.2% | +278.2% | -227.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling