+35,221.4%
MCHP vs ED
+1,613.6%
+33,607.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +5.7% | +2.1% | +3.6% | +5.1% |
| 30D | -13.4% | +10.4% | -23.8% | -15.8% |
| 3M | -20.1% | +12.5% | -32.7% | -22.8% |
| 6M | -35.5% | +14.9% | -50.4% | -38.3% |
| YTD | -1.6% | +24.8% | -26.4% | -8.3% |
| 1Y | +15.5% | +23.8% | -8.4% | +7.7% |
| 3Y | -13.2% | +51.6% | -64.8% | -25.8% |
| 5Y | -17.5% | +86.4% | -103.9% | -34.4% |
| 10Y | +136.0% | +145.4% | -9.5% | +67.4% |
| All | +35,221.4% | +1,613.6% | +33,607.7% | +14,971.2% |
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