+384.6%
MCHP vs ESI
+224.6%
+160.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.1% |
| 7D | +1.7% | +3.3% | -1.6% | +0.2% |
| 30D | -4.1% | -5.9% | +1.8% | -1.6% |
| 3M | -22.5% | -14.1% | -8.4% | -16.8% |
| 6M | +7.3% | +6.6% | +0.7% | +4.0% |
| YTD | +18.4% | +45.0% | -26.6% | -0.5% |
| 1Y | +18.1% | +41.5% | -23.3% | +0.3% |
| 3Y | -2.8% | +78.8% | -81.5% | -23.9% |
| 5Y | +5.5% | +70.9% | -65.4% | -15.7% |
| 10Y | +185.8% | +317.1% | -131.3% | +70.1% |
| All | +384.6% | +224.6% | +160.0% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling