+222.9%
EWY vs MCHP
0.0%
+222.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.4% | +1.9% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +7.3% | -6.0% | +13.3% | +9.9% |
| 3M | -5.1% | -19.7% | +14.5% | +3.0% |
| 6M | +42.1% | +14.0% | +28.0% | +39.6% |
| YTD | +94.1% | +18.4% | +75.7% | +88.5% |
| 1Y | +147.8% | +17.1% | +130.7% | +140.2% |
| 3Y | +222.9% | +0.7% | +222.2% | +213.0% |
| All | +222.9% | 0.0% | +222.9% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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