+753.5%
MMM vs ELV
+2,594.2%
-1,840.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.3% |
| 7D | +7.0% | +3.8% | +3.1% | +6.0% |
| 30D | +18.4% | +4.1% | +14.3% | +17.2% |
| 3M | +4.5% | +8.5% | -4.0% | +2.1% |
| 6M | +33.4% | +14.6% | +18.8% | +27.6% |
| YTD | +20.0% | +24.4% | -4.4% | +11.4% |
| 1Y | +15.0% | +44.2% | -29.2% | +2.5% |
| 3Y | +165.0% | -1.4% | +166.4% | +156.0% |
| 5Y | +47.9% | +8.8% | +39.1% | +36.8% |
| 10Y | +79.6% | +268.4% | -188.7% | +12.0% |
| All | +753.5% | +2,594.2% | -1,840.7% | +212.4% |
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 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