+4.4%
MCHP vs ED
+66.4%
-62.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.6% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -9.8% | +1.9% | -11.7% | -9.6% |
| 3M | -19.7% | +1.9% | -21.6% | -19.7% |
| 6M | +13.6% | -2.3% | +15.8% | +13.5% |
| YTD | +16.5% | +10.9% | +5.6% | +16.2% |
| 1Y | +15.7% | +14.5% | +1.2% | +15.1% |
| 3Y | 0.0% | +33.4% | -33.4% | -8.0% |
| 5Y | +4.4% | +67.3% | -62.9% | -5.8% |
| All | +4.4% | +66.4% | -62.0% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling