+199.5%
MCHP vs EL
+26.1%
+173.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | 0.0% | -6.5% | +6.5% | +3.4% |
| 30D | -6.0% | +11.1% | -17.2% | -11.9% |
| 3M | -19.7% | +10.7% | -30.4% | -24.6% |
| 6M | +14.0% | +6.9% | +7.2% | +7.1% |
| YTD | +18.4% | -6.3% | +24.7% | +16.3% |
| 1Y | +17.1% | +13.5% | +3.6% | +2.8% |
| 3Y | +0.7% | -33.1% | +33.8% | +6.3% |
| 5Y | +5.1% | -68.8% | +73.9% | +74.5% |
| All | +199.5% | +26.1% | +173.3% | +155.1% |
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