+192.9%
MCHP vs ELF
+357.0%
-164.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.0% |
| 7D | +1.7% | +5.4% | -3.7% | +0.5% |
| 30D | -4.1% | +27.0% | -31.1% | -9.3% |
| 3M | -22.5% | +113.2% | -135.7% | -35.2% |
| 6M | +7.3% | +36.6% | -29.3% | -1.6% |
| YTD | +18.4% | +44.2% | -25.8% | +6.2% |
| 1Y | +18.1% | -18.0% | +36.1% | +17.9% |
| 3Y | -2.8% | -19.9% | +17.1% | -11.6% |
| 5Y | +5.5% | +257.7% | -252.2% | -36.8% |
| All | +192.9% | +357.0% | -164.1% | +46.3% |
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