-35.5%
MCHP vs ED
+16.0%
-51.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | +0.6% |
| 7D | +5.7% | +2.1% | +3.6% | +7.7% |
| 30D | -13.4% | +10.4% | -23.8% | -4.1% |
| 3M | -20.1% | +12.5% | -32.7% | -9.9% |
| 6M | -35.5% | +14.9% | -50.4% | -25.4% |
| All | -35.5% | +16.0% | -51.6% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling