+42,373.8%
MCHP vs ES
+756.1%
+41,617.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -4.1% | -2.0% | -2.1% | -3.5% |
| 3M | -22.5% | +1.7% | -24.2% | -23.3% |
| 6M | +7.3% | -3.5% | +10.8% | +8.0% |
| YTD | +18.4% | +7.9% | +10.5% | +14.7% |
| 1Y | +18.1% | +17.2% | +1.0% | +10.6% |
| 3Y | -2.8% | +29.3% | -32.1% | -13.4% |
| 5Y | +5.5% | -5.7% | +11.2% | +3.5% |
| 10Y | +185.8% | +85.2% | +100.6% | +123.6% |
| All | +42,373.8% | +756.1% | +41,617.7% | +21,243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling