+4,572.3%
MCHP vs EME
+60,670.1%
-56,097.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.5% |
| 30D | -11.1% | -8.4% | -2.7% | -8.3% |
| 3M | -18.1% | -3.6% | -14.5% | -17.0% |
| 6M | +10.8% | +3.6% | +7.2% | +9.3% |
| YTD | +14.2% | +22.5% | -8.3% | +5.6% |
| 1Y | +13.5% | +18.2% | -4.7% | +5.1% |
| 3Y | -2.0% | +238.4% | -240.4% | -39.2% |
| 5Y | +1.4% | +550.5% | -549.1% | -50.1% |
| 10Y | +195.5% | +1,295.3% | -1,099.8% | +12.0% |
| All | +4,572.3% | +60,670.1% | -56,097.8% | +793.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling