-13.2%
MCHP vs EL
+3.0%
-16.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.1% |
| 7D | +5.7% | +1.5% | +4.2% | +5.1% |
| 30D | -13.4% | +10.0% | -23.4% | -16.6% |
| 3M | -20.1% | +28.4% | -48.5% | -28.2% |
| 6M | -35.5% | +37.1% | -72.6% | -43.7% |
| YTD | -1.6% | +7.8% | -9.4% | -7.9% |
| 1Y | +15.5% | +26.0% | -10.6% | +0.6% |
| 3Y | -13.2% | +3.8% | -17.0% | -31.5% |
| All | -13.2% | +3.0% | -16.1% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling