+0.7%
MCHP vs ELAN
+99.1%
-98.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.2% |
| 7D | 0.0% | -5.4% | +5.5% | +1.8% |
| 30D | -6.0% | +4.7% | -10.7% | -7.5% |
| 3M | -19.7% | -3.7% | -16.0% | -19.5% |
| 6M | +14.0% | -1.2% | +15.2% | +12.3% |
| YTD | +18.4% | +2.4% | +16.0% | +15.1% |
| 1Y | +17.1% | +23.4% | -6.3% | +6.1% |
| 3Y | +0.7% | +96.7% | -96.0% | -32.7% |
| All | +0.7% | +99.1% | -98.3% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling