+134.5%
MCHP vs ECL
+197.5%
-63.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.8% |
| 7D | +5.7% | +2.9% | +2.9% | +3.7% |
| 30D | -13.4% | +7.5% | -20.9% | -17.6% |
| 3M | -20.1% | +12.2% | -32.4% | -26.4% |
| 6M | -35.5% | +24.6% | -60.1% | -45.3% |
| YTD | -1.6% | +18.8% | -20.3% | -13.7% |
| 1Y | +15.5% | +19.3% | -3.9% | +0.6% |
| 3Y | -13.2% | +78.2% | -91.4% | -43.9% |
| 5Y | -17.5% | +38.8% | -56.3% | -37.5% |
| All | +134.5% | +197.5% | -63.0% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling