+659.7%
MMM vs ELV
+2,444.2%
-1,784.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -3.3% | +3.3% | -6.6% | -4.2% |
| 30D | -7.0% | +4.2% | -11.2% | -8.1% |
| 3M | +10.8% | -0.1% | +10.9% | +10.2% |
| 6M | +5.8% | +41.3% | -35.5% | -4.5% |
| YTD | +6.8% | +17.4% | -10.7% | +0.8% |
| 1Y | +10.4% | +35.1% | -24.7% | 0.0% |
| 3Y | +104.7% | -3.2% | +107.9% | +98.7% |
| 5Y | +23.6% | +15.6% | +7.9% | +12.0% |
| 10Y | +54.1% | +276.8% | -222.7% | -4.6% |
| All | +659.7% | +2,444.2% | -1,784.5% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling