+608.7%
MCHP vs ET
+1,451.4%
-842.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -2.1% | +1.4% | -3.4% | -2.4% |
| 30D | -11.1% | +4.6% | -15.7% | -12.2% |
| 3M | -18.1% | +16.0% | -34.1% | -21.4% |
| 6M | +10.8% | +22.8% | -12.0% | +4.6% |
| YTD | +14.2% | +38.9% | -24.6% | +4.3% |
| 1Y | +13.5% | +34.1% | -20.6% | +4.6% |
| 3Y | -2.0% | +98.8% | -100.8% | -17.7% |
| 5Y | +1.4% | +246.8% | -245.4% | -25.7% |
| 10Y | +195.5% | +174.4% | +21.1% | +114.3% |
| All | +608.7% | +1,451.4% | -842.7% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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