+3.0%
MCHP vs EQH
+102.2%
-99.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +2.8% |
| 7D | 0.0% | +0.7% | -0.7% | -0.4% |
| 30D | -6.0% | +2.8% | -8.9% | -7.9% |
| 3M | -19.7% | +23.1% | -42.8% | -30.7% |
| 6M | +14.0% | +41.4% | -27.4% | -11.3% |
| YTD | +18.4% | +14.3% | +4.2% | +5.3% |
| 1Y | +17.1% | +1.6% | +15.5% | +12.5% |
| 3Y | +0.7% | +102.7% | -102.0% | -40.2% |
| All | +3.0% | +102.2% | -99.2% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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