+17.1%
MCHP vs ELAN
+25.6%
-8.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.4% |
| 7D | 0.0% | -5.4% | +5.5% | +1.3% |
| 30D | -6.0% | +4.7% | -10.7% | -7.1% |
| 3M | -19.7% | -3.7% | -16.0% | -19.7% |
| 6M | +14.0% | -1.2% | +15.2% | +12.4% |
| YTD | +18.4% | +2.4% | +16.0% | +16.5% |
| 1Y | +17.1% | +23.4% | -6.3% | +11.2% |
| All | +17.1% | +25.6% | -8.5% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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