+3.0%
MCHP vs EME
+575.5%
-572.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.7% | +1.3% |
| 7D | 0.0% | +3.5% | -3.5% | -1.8% |
| 30D | -6.0% | -6.3% | +0.3% | -2.8% |
| 3M | -19.7% | -3.8% | -15.9% | -18.2% |
| 6M | +14.0% | +8.5% | +5.5% | +9.1% |
| YTD | +18.4% | +27.8% | -9.4% | +3.0% |
| 1Y | +17.1% | +22.2% | -5.1% | +1.7% |
| 3Y | +0.7% | +253.5% | -252.8% | -58.1% |
| All | +3.0% | +575.5% | -572.5% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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