+199.5%
MCHP vs EFA
+146.6%
+52.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.1% |
| 7D | 0.0% | -1.5% | +1.6% | +2.6% |
| 30D | -6.0% | -1.7% | -4.4% | -3.5% |
| 3M | -19.7% | +3.5% | -23.2% | -23.2% |
| 6M | +14.0% | +9.5% | +4.6% | -0.4% |
| YTD | +18.4% | +12.9% | +5.6% | -2.0% |
| 1Y | +17.1% | +18.2% | -1.1% | -9.6% |
| 3Y | +0.7% | +64.8% | -64.1% | -52.6% |
| 5Y | +5.1% | +53.9% | -48.8% | -43.3% |
| All | +199.5% | +146.6% | +52.9% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling