-2.8%
MCHP vs EEM
+83.8%
-86.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | +1.0% |
| 7D | -2.1% | -0.7% | -1.4% | -1.2% |
| 30D | -11.1% | +2.4% | -13.5% | -14.2% |
| 3M | -18.1% | +4.2% | -22.2% | -21.6% |
| 6M | +10.8% | +14.8% | -4.0% | -8.9% |
| YTD | +14.2% | +23.1% | -8.9% | -17.0% |
| 1Y | +13.5% | +32.5% | -19.1% | -26.8% |
| All | -2.8% | +83.8% | -86.7% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 3y: compounded portfolio wealth divided by compounded EEM 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…
3y analysis · Full analysis span regression · 6 months rolling