+189.8%
MCHP vs ELF
+334.6%
-144.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | 0.0% |
| 7D | +2.8% | -1.2% | +3.9% | +3.0% |
| 30D | -12.8% | +5.9% | -18.7% | -14.1% |
| 3M | -19.2% | +99.5% | -118.7% | -31.4% |
| 6M | +14.5% | +26.5% | -12.0% | +6.9% |
| YTD | +17.1% | +37.2% | -20.1% | +6.2% |
| 1Y | +15.3% | -24.4% | +39.7% | +17.3% |
| 3Y | +0.5% | -23.3% | +23.8% | -7.7% |
| 5Y | +6.1% | +245.2% | -239.1% | -35.9% |
| All | +189.8% | +334.6% | -144.9% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ELF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling