+199.5%
MCHP vs ESI
+312.8%
-113.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | 0.0% | -4.6% | +4.7% | +3.0% |
| 30D | -6.0% | -10.5% | +4.5% | +0.5% |
| 3M | -19.7% | -19.8% | +0.1% | -8.1% |
| 6M | +14.0% | +5.8% | +8.2% | +8.9% |
| YTD | +18.4% | +38.3% | -19.9% | -5.3% |
| 1Y | +17.1% | +31.5% | -14.4% | -3.7% |
| 3Y | +0.7% | +80.7% | -80.0% | -30.5% |
| 5Y | +5.1% | +69.4% | -64.3% | -24.9% |
| All | +199.5% | +312.8% | -113.3% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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