+754.9%
MCHP vs EFV
+252.1%
+502.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | -2.1% | -2.0% | -0.1% | -0.3% |
| 30D | -11.1% | -0.2% | -10.9% | -11.0% |
| 3M | -18.1% | +9.1% | -27.2% | -24.1% |
| 6M | +10.8% | +11.7% | -0.9% | +0.7% |
| YTD | +14.2% | +17.0% | -2.8% | -0.7% |
| 1Y | +13.5% | +26.7% | -13.3% | -8.0% |
| 3Y | -2.0% | +90.2% | -92.2% | -43.3% |
| 5Y | +1.4% | +96.1% | -94.7% | -41.8% |
| 10Y | +195.5% | +164.5% | +31.0% | +41.5% |
| All | +754.9% | +252.1% | +502.8% | +234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling