+17.1%
MCHP vs ELF
-28.2%
+45.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.5% |
| 7D | 0.0% | -11.6% | +11.7% | +2.1% |
| 30D | -6.0% | +4.6% | -10.7% | -6.8% |
| 3M | -19.7% | +59.7% | -79.4% | -25.3% |
| 6M | +14.0% | +21.2% | -7.2% | +10.0% |
| YTD | +18.4% | +27.4% | -9.0% | +12.1% |
| 1Y | +17.1% | -29.8% | +46.9% | +22.0% |
| All | +17.1% | -28.2% | +45.3% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling