+3.0%
MCHP vs EOG
+169.9%
-166.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | -6.0% | +2.9% | -9.0% | -6.9% |
| 3M | -19.7% | +8.7% | -28.4% | -22.4% |
| 6M | +14.0% | +12.9% | +1.1% | +7.7% |
| YTD | +18.4% | +43.8% | -25.4% | +1.8% |
| 1Y | +17.1% | +27.1% | -10.0% | +5.4% |
| 3Y | +0.7% | +25.9% | -25.2% | -9.7% |
| All | +3.0% | +169.9% | -166.9% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling