+199.5%
MCHP vs EIX
+19.9%
+179.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.1% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | -6.0% | -19.3% | +13.3% | -0.7% |
| 3M | -19.7% | -21.7% | +2.0% | -14.4% |
| 6M | +14.0% | -19.8% | +33.9% | +20.1% |
| YTD | +18.4% | -3.0% | +21.5% | +15.0% |
| 1Y | +17.1% | +5.1% | +12.0% | +9.6% |
| 3Y | +0.7% | -7.0% | +7.7% | -3.6% |
| 5Y | +5.1% | +22.0% | -16.9% | -11.1% |
| All | +199.5% | +19.9% | +179.6% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling