+35,450.4%
MCHP vs ED
+1,590.3%
+33,860.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -4.3% | -1.7% | -2.6% | -3.8% |
| 30D | -16.3% | +10.7% | -27.0% | -18.6% |
| 3M | -21.4% | +11.6% | -33.0% | -23.8% |
| 6M | -35.8% | +13.5% | -49.3% | -38.4% |
| YTD | -0.9% | +23.1% | -24.0% | -7.3% |
| 1Y | +14.5% | +23.1% | -8.6% | +6.9% |
| 3Y | -13.7% | +47.9% | -61.6% | -25.6% |
| 5Y | -16.9% | +83.9% | -100.8% | -33.7% |
| 10Y | +137.5% | +142.1% | -4.6% | +69.1% |
| All | +35,450.4% | +1,590.3% | +33,860.2% | +15,124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling