+739.4%
MMM vs ELV
+2,595.8%
-1,856.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +14.4% | +1.1% | +13.3% | +14.1% |
| 3M | +1.8% | +8.2% | -6.4% | -0.5% |
| 6M | +31.3% | +10.2% | +21.1% | +27.0% |
| YTD | +18.0% | +24.4% | -6.5% | +9.5% |
| 1Y | +10.9% | +33.8% | -23.0% | +0.8% |
| 3Y | +160.6% | -1.4% | +162.0% | +151.7% |
| 5Y | +44.5% | +5.8% | +38.7% | +34.7% |
| 10Y | +75.9% | +269.1% | -193.2% | +9.6% |
| All | +739.4% | +2,595.8% | -1,856.4% | +207.2% |
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 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