+3.0%
MCHP vs EFV
+95.9%
-92.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.1% |
| 7D | 0.0% | -0.8% | +0.8% | +1.3% |
| 30D | -6.0% | +0.6% | -6.7% | -6.9% |
| 3M | -19.7% | +7.5% | -27.2% | -27.4% |
| 6M | +14.0% | +13.0% | +1.0% | -4.0% |
| YTD | +18.4% | +18.3% | +0.1% | -7.3% |
| 1Y | +17.1% | +26.7% | -9.6% | -17.1% |
| 3Y | +0.7% | +89.6% | -88.9% | -59.2% |
| All | +3.0% | +95.9% | -92.9% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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