+1.4%
MCHP vs ESI
+66.0%
-64.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | +1.6% |
| 7D | -2.1% | -2.3% | +0.2% | -0.4% |
| 30D | -11.1% | -9.0% | -2.1% | -4.7% |
| 3M | -18.1% | -13.3% | -4.8% | -9.1% |
| 6M | +10.8% | +5.3% | +5.5% | +3.4% |
| YTD | +14.2% | +37.6% | -23.4% | -16.5% |
| 1Y | +13.5% | +33.6% | -20.1% | -15.7% |
| 3Y | -2.0% | +75.8% | -77.8% | -42.7% |
| 5Y | +1.4% | +68.6% | -67.2% | -39.0% |
| All | +1.4% | +66.0% | -64.6% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling