+201.4%
MCHP vs ES
+83.1%
+118.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -9.8% | -1.0% | -8.7% | -9.5% |
| 3M | -19.7% | +1.5% | -21.2% | -20.5% |
| 6M | +13.6% | -3.5% | +17.1% | +14.3% |
| YTD | +16.5% | +7.0% | +9.5% | +12.7% |
| 1Y | +15.7% | +15.3% | +0.4% | +7.7% |
| 3Y | 0.0% | +30.2% | -30.2% | -13.3% |
| 5Y | +4.4% | -4.3% | +8.7% | +2.0% |
| 10Y | +201.4% | +87.5% | +113.9% | +160.8% |
| All | +201.4% | +83.1% | +118.3% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling