+199.5%
MCHP vs ELV
+280.2%
-80.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.5% |
| 7D | 0.0% | +3.2% | -3.2% | -1.1% |
| 30D | -6.0% | +5.4% | -11.4% | -7.8% |
| 3M | -19.7% | +5.4% | -25.0% | -21.7% |
| 6M | +14.0% | +45.7% | -31.7% | -1.0% |
| YTD | +18.4% | +21.2% | -2.8% | +8.6% |
| 1Y | +17.1% | +35.6% | -18.5% | +3.0% |
| 3Y | +0.7% | -2.0% | +2.7% | -4.0% |
| 5Y | +5.1% | +26.0% | -20.9% | -13.2% |
| All | +199.5% | +280.2% | -80.8% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling