+149.5%
MCHP vs ESTC
+31.2%
+118.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +2.7% |
| 7D | +1.7% | -8.1% | +9.8% | +4.0% |
| 30D | -4.1% | +31.7% | -35.8% | -12.8% |
| 3M | -22.5% | +41.1% | -63.6% | -31.4% |
| 6M | +7.3% | +77.1% | -69.8% | -12.9% |
| YTD | +18.4% | +21.7% | -3.3% | +6.7% |
| 1Y | +18.1% | +8.4% | +9.8% | +9.0% |
| 3Y | -2.8% | +23.6% | -26.4% | -21.6% |
| 5Y | +5.5% | -46.5% | +52.0% | +4.0% |
| All | +149.5% | +31.2% | +118.3% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling