+42,373.9%
MCHP vs ENB
+10,810.6%
+31,563.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -4.1% | -2.2% | -1.8% | -3.4% |
| 3M | -22.5% | -10.5% | -12.0% | -19.7% |
| 6M | +7.3% | -5.1% | +12.3% | +8.7% |
| YTD | +18.4% | +9.0% | +9.4% | +13.8% |
| 1Y | +18.1% | +8.2% | +9.9% | +13.6% |
| 3Y | -2.8% | +67.8% | -70.5% | -21.2% |
| 5Y | +5.5% | +69.4% | -63.9% | -14.5% |
| 10Y | +185.8% | +117.5% | +68.3% | +109.1% |
| All | +42,373.9% | +10,810.6% | +31,563.3% | +15,909.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling