-2.8%
MCHP vs EQT
+34.2%
-37.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -2.1% | -1.2% | -0.9% | -1.8% |
| 30D | -11.1% | +1.1% | -12.2% | -11.4% |
| 3M | -18.1% | +4.8% | -22.9% | -19.4% |
| 6M | +10.8% | -10.6% | +21.4% | +13.6% |
| YTD | +14.2% | +3.4% | +10.8% | +11.2% |
| 1Y | +13.5% | +8.7% | +4.8% | +8.2% |
| All | -2.8% | +34.2% | -37.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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