+13.0%
MCHP vs EMR
+12.5%
+0.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.0% |
| 7D | -2.1% | -1.2% | -0.9% | -1.2% |
| 30D | -11.1% | -9.4% | -1.7% | -4.6% |
| 3M | -18.1% | +8.6% | -26.7% | -22.4% |
| 6M | +10.8% | +6.7% | +4.1% | +5.3% |
| YTD | +14.2% | +13.1% | +1.2% | -1.4% |
| All | +13.0% | +12.5% | +0.5% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling