+8.0%
MMM vs ELV
+36.3%
-28.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.9% | -1.5% |
| 7D | -3.2% | +0.4% | -3.7% | -3.3% |
| 30D | -10.7% | +6.7% | -17.4% | -11.4% |
| 3M | +4.3% | +3.0% | +1.3% | +3.6% |
| 6M | +5.9% | +48.0% | -42.0% | -2.2% |
| YTD | +3.2% | +20.0% | -16.9% | -1.6% |
| 1Y | +8.0% | +37.9% | -29.9% | -2.2% |
| All | +8.0% | +36.3% | -28.3% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling