+40,890.7%
MCHP vs ETN
+11,920.4%
+28,970.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.1% |
| 7D | -2.1% | +3.0% | -5.1% | -3.9% |
| 30D | -11.1% | -10.9% | -0.2% | -5.0% |
| 3M | -18.1% | +9.2% | -27.3% | -22.2% |
| 6M | +10.8% | +13.9% | -3.1% | +2.5% |
| YTD | +14.2% | +29.5% | -15.3% | -2.1% |
| 1Y | +13.5% | +14.2% | -0.7% | +4.2% |
| 3Y | -2.0% | +79.9% | -81.9% | -31.5% |
| 5Y | +1.4% | +175.7% | -174.3% | -44.2% |
| 10Y | +195.5% | +693.2% | -497.7% | -7.9% |
| All | +40,890.7% | +11,920.4% | +28,970.3% | +3,524.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling