+17.1%
MCHP vs EIX
+6.9%
+10.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +3.7% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -6.0% | -19.3% | +13.3% | -5.0% |
| 3M | -19.7% | -21.7% | +2.0% | -18.8% |
| 6M | +14.0% | -19.8% | +33.9% | +14.1% |
| YTD | +18.4% | -3.0% | +21.5% | +15.2% |
| 1Y | +17.1% | +5.1% | +12.0% | +8.5% |
| All | +17.1% | +6.9% | +10.2% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling