+42,373.8%
MCHP vs ECL
+8,894.7%
+33,479.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.7% | -2.6% | +4.3% | +3.2% |
| 30D | -4.1% | -2.2% | -1.9% | -3.0% |
| 3M | -22.5% | +10.1% | -32.6% | -27.2% |
| 6M | +7.3% | -5.7% | +13.0% | +10.0% |
| YTD | +18.4% | +7.0% | +11.4% | +13.2% |
| 1Y | +18.1% | +2.7% | +15.5% | +15.0% |
| 3Y | -2.8% | +57.7% | -60.5% | -25.9% |
| 5Y | +5.5% | +31.1% | -25.6% | -11.9% |
| 10Y | +185.8% | +150.9% | +34.9% | +70.4% |
| All | +42,373.8% | +8,894.7% | +33,479.1% | +9,217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling