+134.5%
MCHP vs ESI
+318.1%
-183.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +5.7% | +5.5% | +0.2% | +2.2% |
| 30D | -13.4% | -7.8% | -5.7% | -8.8% |
| 3M | -20.1% | -15.0% | -5.1% | -11.7% |
| 6M | -35.5% | -24.9% | -10.6% | -23.0% |
| YTD | -1.6% | +33.2% | -34.8% | -20.1% |
| 1Y | +15.5% | +24.9% | -9.5% | -2.4% |
| 3Y | -13.2% | +77.8% | -90.9% | -40.3% |
| 5Y | -17.5% | +37.1% | -54.6% | -34.9% |
| All | +134.5% | +318.1% | -183.5% | +4.4% |
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