+4.4%
MCHP vs EMB
+7.1%
-2.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -9.8% | -0.3% | -9.5% | -9.4% |
| 3M | -19.7% | -0.3% | -19.4% | -18.9% |
| 6M | +13.6% | +0.7% | +12.8% | +12.8% |
| YTD | +16.5% | +1.3% | +15.3% | +14.9% |
| 1Y | +15.7% | +4.7% | +11.0% | +7.7% |
| 3Y | 0.0% | +30.1% | -30.1% | -33.3% |
| 5Y | +4.4% | +6.9% | -2.4% | +3.0% |
| All | +4.4% | +7.1% | -2.7% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling