+3.0%
MCHP vs EFX
-36.2%
+39.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.4% |
| 7D | 0.0% | -4.5% | +4.6% | +2.2% |
| 30D | -6.0% | -6.1% | 0.0% | -3.9% |
| 3M | -19.7% | +6.2% | -25.9% | -24.3% |
| 6M | +14.0% | -11.2% | +25.2% | +16.9% |
| YTD | +18.4% | -21.4% | +39.8% | +27.9% |
| 1Y | +17.1% | -34.3% | +51.4% | +40.3% |
| 3Y | +0.7% | -12.5% | +13.2% | -3.9% |
| All | +3.0% | -36.2% | +39.2% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling