-2.8%
MCHP vs ELF
-30.3%
+27.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.4% | -1.1% |
| 7D | -2.1% | -10.8% | +8.8% | +0.2% |
| 30D | -11.1% | +0.8% | -11.9% | -11.4% |
| 3M | -18.1% | +64.8% | -82.8% | -26.2% |
| 6M | +10.8% | +19.0% | -8.2% | +5.8% |
| YTD | +14.2% | +25.9% | -11.7% | +6.7% |
| 1Y | +13.5% | -28.8% | +42.2% | +16.9% |
| All | -2.8% | -30.3% | +27.5% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling