+140.8%
MCHP vs ESTC
+19.3%
+121.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -0.9% |
| 7D | -2.1% | -13.2% | +11.1% | +1.9% |
| 30D | -11.1% | +9.3% | -20.5% | -14.8% |
| 3M | -18.1% | +37.3% | -55.4% | -27.0% |
| 6M | +10.8% | +61.0% | -50.2% | -7.5% |
| YTD | +14.2% | +10.7% | +3.6% | +5.8% |
| 1Y | +13.5% | -7.2% | +20.6% | +9.8% |
| 3Y | -2.0% | +7.2% | -9.2% | -17.3% |
| 5Y | +1.4% | -47.7% | +49.1% | 0.0% |
| All | +140.8% | +19.3% | +121.5% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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