-2.8%
MCHP vs EFX
-12.7%
+9.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -2.1% | -11.1% | +9.0% | +1.6% |
| 30D | -11.1% | -7.4% | -3.7% | -9.3% |
| 3M | -18.1% | +1.5% | -19.6% | -20.3% |
| 6M | +10.8% | -13.7% | +24.5% | +15.0% |
| YTD | +14.2% | -21.9% | +36.1% | +22.9% |
| 1Y | +13.5% | -30.8% | +44.2% | +29.4% |
| All | -2.8% | -12.7% | +9.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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