+35,118.3%
MCHP vs ES
+747.2%
+34,371.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | -19.2% | -0.1% | -19.1% | -19.2% |
| 30D | -18.6% | +5.7% | -24.3% | -20.2% |
| 3M | -26.9% | -2.8% | -24.1% | -26.5% |
| 6M | -37.2% | +7.0% | -44.2% | -39.1% |
| YTD | -1.8% | +6.8% | -8.6% | -4.9% |
| 1Y | +12.1% | -0.5% | +12.6% | +10.7% |
| 3Y | -10.0% | +47.2% | -57.2% | -23.3% |
| 5Y | -17.3% | +2.3% | -19.5% | -21.1% |
| 10Y | +131.0% | +85.6% | +45.4% | +80.2% |
| All | +35,118.3% | +747.2% | +34,371.1% | +17,605.0% |
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