+143.6%
MCHP vs ELF
+391.6%
-248.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.6% | -1.5% |
| 7D | +5.7% | +1.6% | +4.1% | +5.3% |
| 30D | -13.4% | +9.1% | -22.5% | -15.3% |
| 3M | -20.1% | +28.2% | -48.3% | -24.8% |
| 6M | -35.5% | +119.5% | -155.1% | -46.7% |
| YTD | -1.6% | +55.2% | -56.7% | -13.4% |
| 1Y | +15.5% | +58.6% | -43.1% | +1.0% |
| 3Y | -13.2% | +21.3% | -34.5% | -28.1% |
| 5Y | -17.5% | +276.2% | -293.7% | -51.1% |
| 10Y | +136.0% | +337.0% | -201.0% | +15.9% |
| All | +143.6% | +391.6% | -248.0% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling