+41,921.5%
MCHP vs EFX
+4,297.5%
+37,624.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.2% |
| 7D | +2.8% | -7.8% | +10.6% | +6.2% |
| 30D | -12.8% | -5.7% | -7.1% | -11.1% |
| 3M | -19.2% | +2.5% | -21.7% | -21.9% |
| 6M | +14.5% | -16.7% | +31.2% | +20.0% |
| YTD | +17.1% | -20.2% | +37.3% | +23.4% |
| 1Y | +15.3% | -31.4% | +46.7% | +29.1% |
| 3Y | +0.5% | -10.5% | +11.0% | -1.0% |
| 5Y | +6.1% | -35.2% | +41.3% | +19.1% |
| 10Y | +192.2% | +40.2% | +152.1% | +130.8% |
| All | +41,921.5% | +4,297.5% | +37,624.0% | +13,387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling