-17.3%
MCHP vs EMR
+87.8%
-105.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +5.7% | +2.8% | +2.9% | +3.1% |
| 30D | -13.4% | +3.7% | -17.1% | -15.7% |
| 3M | -20.1% | +2.0% | -22.2% | -21.1% |
| 6M | -35.5% | +22.1% | -57.6% | -45.7% |
| YTD | -1.6% | +27.2% | -28.8% | -22.5% |
| 1Y | +15.5% | +32.0% | -16.5% | -12.0% |
| 3Y | -13.2% | +103.3% | -116.4% | -55.8% |
| All | -17.3% | +87.8% | -105.1% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling