+13.2%
MCHP vs ES
-0.1%
+13.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -22.6% | +0.9% | -23.4% | -22.4% |
| 30D | -20.1% | +5.9% | -26.1% | -19.9% |
| 3M | -25.4% | -1.0% | -24.4% | -25.1% |
| 6M | -38.4% | +7.2% | -45.6% | -39.2% |
| YTD | -3.7% | +7.0% | -10.7% | -4.8% |
| All | +13.2% | -0.1% | +13.3% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling