+3.4%
MCHP vs EMR
+64.3%
-60.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.5% |
| 7D | +0.3% | +0.9% | -0.6% | -0.5% |
| 30D | -9.8% | -5.0% | -4.8% | -5.8% |
| 3M | -19.7% | +5.9% | -25.6% | -23.8% |
| 6M | +13.6% | +7.3% | +6.2% | +5.9% |
| YTD | +16.5% | +14.6% | +2.0% | +0.3% |
| 1Y | +15.7% | +15.6% | +0.1% | -1.5% |
| 3Y | 0.0% | +60.2% | -60.2% | -37.2% |
| All | +3.4% | +64.3% | -60.9% | -37.8% |
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