+1,250.1%
MCHP vs ELV
+2,378.1%
-1,127.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | +0.3% | -2.2% | +2.5% | +1.0% |
| 30D | -9.8% | -0.2% | -9.6% | -9.8% |
| 3M | -19.7% | -6.1% | -13.6% | -18.7% |
| 6M | +13.6% | +42.8% | -29.3% | +0.8% |
| YTD | +16.5% | +14.4% | +2.1% | +10.0% |
| 1Y | +15.7% | +28.6% | -12.9% | +5.1% |
| 3Y | 0.0% | -7.4% | +7.4% | -2.4% |
| 5Y | +4.4% | +14.5% | -10.1% | -6.8% |
| 10Y | +201.4% | +257.4% | -56.0% | +85.1% |
| All | +1,250.1% | +2,378.1% | -1,127.9% | +469.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling