+188.9%
MCHP vs ED
+109.0%
+79.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -2.1% | -1.9% | -0.2% | -1.8% |
| 30D | -11.1% | +0.1% | -11.2% | -11.2% |
| 3M | -18.1% | 0.0% | -18.1% | -18.4% |
| 6M | +10.8% | -2.5% | +13.3% | +10.8% |
| YTD | +14.2% | +10.1% | +4.1% | +11.4% |
| 1Y | +13.5% | +13.6% | -0.1% | +9.5% |
| 3Y | -2.0% | +32.4% | -34.4% | -12.0% |
| 5Y | +1.4% | +69.9% | -68.5% | -16.3% |
| All | +188.9% | +109.0% | +79.8% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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