+141.1%
MCHP vs EQX
+232.0%
-90.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +3.4% |
| 7D | 0.0% | -3.2% | +3.2% | +0.5% |
| 30D | -6.0% | +7.8% | -13.8% | -7.1% |
| 3M | -19.7% | +21.3% | -41.0% | -21.9% |
| 6M | +14.0% | -22.4% | +36.5% | +16.4% |
| YTD | +18.4% | -11.3% | +29.7% | +18.3% |
| 1Y | +17.1% | +13.5% | +3.6% | +13.0% |
| 3Y | +0.7% | +162.1% | -161.4% | -14.8% |
| 5Y | +5.1% | +84.2% | -79.1% | -12.8% |
| All | +141.1% | +232.0% | -90.9% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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