+1,250.3%
EWY vs MCHP
+990.8%
+259.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +6.7% | +0.3% | +6.3% | +6.5% |
| 30D | +17.0% | -9.8% | +26.7% | +21.4% |
| 3M | +3.7% | -19.7% | +23.4% | +13.0% |
| 6M | +42.5% | +13.6% | +28.9% | +37.0% |
| YTD | +96.2% | +16.5% | +79.7% | +86.3% |
| 1Y | +160.4% | +15.7% | +144.7% | +145.9% |
| 3Y | +231.7% | 0.0% | +231.7% | +208.6% |
| 5Y | +153.3% | +4.4% | +148.9% | +123.3% |
| 10Y | +308.8% | +201.4% | +107.4% | +125.2% |
| All | +1,250.3% | +990.8% | +259.6% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling