+134.5%
MCHP vs EMB
+36.5%
+98.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.2% |
| 7D | +5.7% | -0.9% | +6.6% | +7.6% |
| 30D | -13.4% | +0.4% | -13.8% | -13.9% |
| 3M | -20.1% | -3.1% | -17.0% | -15.2% |
| 6M | -35.5% | -2.1% | -33.5% | -32.4% |
| YTD | -1.6% | -1.1% | -0.5% | +1.5% |
| 1Y | +15.5% | -0.1% | +15.5% | +16.9% |
| 3Y | -13.2% | +29.6% | -42.8% | -43.1% |
| 5Y | -17.5% | +7.2% | -24.7% | -22.5% |
| All | +134.5% | +36.5% | +98.1% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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