+51.2%
MMM vs ELV
+276.6%
-225.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.9% | -2.2% |
| 7D | -3.2% | +0.4% | -3.7% | -3.4% |
| 30D | -10.7% | +6.7% | -17.4% | -12.2% |
| 3M | +4.3% | +3.0% | +1.3% | +3.0% |
| 6M | +5.9% | +48.0% | -42.0% | -5.3% |
| YTD | +3.2% | +20.0% | -16.9% | -3.0% |
| 1Y | +8.0% | +37.9% | -29.9% | -2.5% |
| 3Y | +99.1% | -2.8% | +101.9% | +93.7% |
| 5Y | +25.7% | +24.8% | +0.9% | +10.9% |
| All | +51.2% | +276.6% | -225.4% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling