+134.5%
MCHP vs EL
+62.2%
+72.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.2% |
| 7D | +5.7% | +1.5% | +4.2% | +4.9% |
| 30D | -13.4% | +10.0% | -23.4% | -17.7% |
| 3M | -20.1% | +28.4% | -48.5% | -30.8% |
| 6M | -35.5% | +37.1% | -72.6% | -46.3% |
| YTD | -1.6% | +7.8% | -9.4% | -10.4% |
| 1Y | +15.5% | +26.0% | -10.6% | -3.6% |
| 3Y | -13.2% | +3.8% | -17.0% | -27.7% |
| 5Y | -17.5% | -65.2% | +47.7% | +30.4% |
| All | +134.5% | +62.2% | +72.4% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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