+706.3%
MCHP vs EMB
+132.1%
+574.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.1% | -0.3% | -3.8% | -3.8% |
| 3M | -22.5% | -0.4% | -22.1% | -21.9% |
| 6M | +7.3% | +0.1% | +7.2% | +7.7% |
| YTD | +18.4% | +1.6% | +16.8% | +17.2% |
| 1Y | +18.1% | +5.6% | +12.5% | +12.8% |
| 3Y | -2.8% | +29.8% | -32.6% | -22.1% |
| 5Y | +5.5% | +7.3% | -1.8% | -1.0% |
| 10Y | +185.8% | +30.4% | +155.4% | +144.4% |
| All | +706.3% | +132.1% | +574.1% | +599.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling