+3.0%
MCHP vs EEM
+45.2%
-42.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +2.0% |
| 7D | 0.0% | -1.3% | +1.3% | +1.7% |
| 30D | -6.0% | +2.1% | -8.1% | -8.7% |
| 3M | -19.7% | +1.0% | -20.7% | -19.9% |
| 6M | +14.0% | +15.9% | -1.9% | -6.1% |
| YTD | +18.4% | +24.6% | -6.2% | -12.5% |
| 1Y | +17.1% | +32.3% | -15.2% | -20.1% |
| 3Y | +0.7% | +85.9% | -85.2% | -55.3% |
| All | +3.0% | +45.2% | -42.2% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling