+42,373.9%
MCHP vs EIX
+685.6%
+41,688.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +1.7% | -19.1% | +20.8% | +5.4% |
| 30D | -4.1% | -16.9% | +12.8% | -1.2% |
| 3M | -22.5% | -20.0% | -2.5% | -19.8% |
| 6M | +7.3% | -21.3% | +28.6% | +11.5% |
| YTD | +18.4% | -1.7% | +20.1% | +16.8% |
| 1Y | +18.1% | +9.6% | +8.6% | +13.5% |
| 3Y | -2.8% | -3.7% | +0.9% | -4.8% |
| 5Y | +5.5% | +22.6% | -17.1% | -2.1% |
| 10Y | +185.8% | +17.7% | +168.1% | +162.3% |
| All | +42,373.9% | +685.6% | +41,688.2% | +30,628.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling