-12.5%
MCHP vs ESTC
+13.7%
-26.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -17.5% | -2.6% | -14.9% | -17.0% |
| 30D | -15.8% | -8.6% | -7.3% | -14.5% |
| 3M | -22.9% | +14.4% | -37.2% | -25.3% |
| 6M | -36.6% | +73.3% | -109.9% | -43.6% |
| YTD | -0.8% | +15.7% | -16.6% | -4.8% |
| 1Y | +16.5% | -7.6% | +24.1% | +17.6% |
| All | -12.5% | +13.7% | -26.2% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling