+1.4%
MCHP vs ENB
+61.9%
-60.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.9% | -0.3% |
| 7D | -2.1% | -4.6% | +2.5% | -0.1% |
| 30D | -11.1% | -5.2% | -5.9% | -9.1% |
| 3M | -18.1% | -13.4% | -4.7% | -13.1% |
| 6M | +10.8% | -7.8% | +18.6% | +13.7% |
| YTD | +14.2% | +4.9% | +9.4% | +9.3% |
| 1Y | +13.5% | +3.2% | +10.2% | +9.2% |
| 3Y | -2.0% | +71.0% | -73.0% | -33.2% |
| 5Y | +1.4% | +64.0% | -62.6% | -27.2% |
| All | +1.4% | +61.9% | -60.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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