+3,065.9%
MCHP vs EL
+1,648.4%
+1,417.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | +2.8% | +1.7% | +1.1% | +2.1% |
| 30D | -12.8% | +15.5% | -28.3% | -18.3% |
| 3M | -19.2% | +20.6% | -39.8% | -25.4% |
| 6M | +14.5% | +10.5% | +4.1% | +7.8% |
| YTD | +17.1% | -1.9% | +19.0% | +13.8% |
| 1Y | +15.3% | +16.1% | -0.8% | +4.3% |
| 3Y | +0.5% | -30.2% | +30.7% | +3.9% |
| 5Y | +6.1% | -67.4% | +73.5% | +45.4% |
| 10Y | +192.2% | +31.2% | +161.0% | +151.8% |
| All | +3,065.9% | +1,648.4% | +1,417.5% | +1,046.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling