+35,450.5%
MCHP vs ECL
+9,730.1%
+25,720.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.6% |
| 7D | -4.3% | -0.5% | -3.8% | -3.9% |
| 30D | -16.3% | +6.6% | -22.9% | -19.1% |
| 3M | -21.4% | +9.6% | -31.0% | -25.4% |
| 6M | -35.8% | +21.6% | -57.3% | -42.8% |
| YTD | -0.9% | +16.9% | -17.8% | -9.8% |
| 1Y | +14.5% | +17.9% | -3.4% | +3.5% |
| 3Y | -13.7% | +76.5% | -90.2% | -38.1% |
| 5Y | -16.9% | +36.6% | -53.6% | -32.0% |
| 10Y | +137.5% | +193.2% | -55.7% | +30.3% |
| All | +35,450.5% | +9,730.1% | +25,720.3% | +7,325.8% |
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