+42,373.9%
MCHP vs EMR
+2,340.1%
+40,033.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.3% |
| 7D | +1.7% | -1.5% | +3.2% | +2.7% |
| 30D | -4.1% | -5.6% | +1.5% | -0.5% |
| 3M | -22.5% | +7.9% | -30.5% | -26.0% |
| 6M | +7.3% | +6.0% | +1.3% | +3.4% |
| YTD | +18.4% | +16.4% | +1.9% | +6.6% |
| 1Y | +18.1% | +16.6% | +1.5% | +6.4% |
| 3Y | -2.8% | +62.9% | -65.7% | -27.9% |
| 5Y | +5.5% | +60.1% | -54.6% | -20.6% |
| 10Y | +185.8% | +268.7% | -82.9% | +28.9% |
| All | +42,373.9% | +2,340.1% | +40,033.8% | +7,453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling