+3.0%
MCHP vs ETN
+185.4%
-182.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +0.7% |
| 7D | 0.0% | +3.5% | -3.5% | -2.6% |
| 30D | -6.0% | -7.5% | +1.5% | -0.5% |
| 3M | -19.7% | +8.3% | -28.0% | -24.6% |
| 6M | +14.0% | +20.2% | -6.2% | -1.5% |
| YTD | +18.4% | +34.7% | -16.2% | -6.8% |
| 1Y | +17.1% | +19.4% | -2.3% | +0.4% |
| 3Y | +0.7% | +85.5% | -84.8% | -43.3% |
| All | +3.0% | +185.4% | -182.4% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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