+4.4%
MCHP vs ESTC
-46.4%
+50.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | +0.3% | -3.3% | +3.7% | +1.0% |
| 30D | -9.8% | +13.4% | -23.2% | -13.6% |
| 3M | -19.7% | +41.3% | -61.0% | -27.6% |
| 6M | +13.6% | +62.6% | -49.0% | -2.6% |
| YTD | +16.5% | +14.8% | +1.8% | +8.7% |
| 1Y | +15.7% | -5.1% | +20.7% | +12.8% |
| 3Y | 0.0% | +11.2% | -11.2% | -13.8% |
| 5Y | +4.4% | -47.0% | +51.4% | -4.3% |
| All | +4.4% | -46.4% | +50.8% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling