+199.5%
MCHP vs ETR
+296.9%
-97.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | 0.0% | -1.8% | +1.8% | +0.8% |
| 30D | -6.0% | -1.8% | -4.3% | -5.4% |
| 3M | -19.7% | -3.6% | -16.1% | -18.5% |
| 6M | +14.0% | +2.6% | +11.4% | +12.1% |
| YTD | +18.4% | +16.0% | +2.4% | +10.2% |
| 1Y | +17.1% | +20.1% | -3.0% | +7.2% |
| 3Y | +0.7% | +143.6% | -142.9% | -35.4% |
| 5Y | +5.1% | +124.4% | -119.3% | -30.9% |
| All | +199.5% | +296.9% | -97.4% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling