+134.5%
MCHP vs ES
+98.2%
+36.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | +5.7% | +2.7% | +3.0% | +4.8% |
| 30D | -13.4% | +7.6% | -21.0% | -15.7% |
| 3M | -20.1% | +0.5% | -20.6% | -20.5% |
| 6M | -35.5% | +7.6% | -43.1% | -37.7% |
| YTD | -1.6% | +10.2% | -11.8% | -6.0% |
| 1Y | +15.5% | +1.8% | +13.6% | +12.9% |
| 3Y | -13.2% | +55.4% | -68.6% | -29.8% |
| 5Y | -17.5% | +7.3% | -24.8% | -23.0% |
| All | +134.5% | +98.2% | +36.3% | +107.2% |
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