+0.7%
MCHP vs EOG
+22.5%
-21.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | -6.0% | +2.9% | -9.0% | -7.1% |
| 3M | -19.7% | +8.7% | -28.4% | -23.1% |
| 6M | +14.0% | +12.9% | +1.1% | +5.2% |
| YTD | +18.4% | +43.8% | -25.4% | -6.5% |
| 1Y | +17.1% | +27.1% | -10.0% | 0.0% |
| 3Y | +0.7% | +25.9% | -25.2% | -15.7% |
| All | +0.7% | +22.5% | -21.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling