+3.0%
MCHP vs ETR
+122.3%
-119.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | 0.0% | -1.8% | +1.8% | +0.6% |
| 30D | -6.0% | -1.8% | -4.3% | -5.6% |
| 3M | -19.7% | -3.6% | -16.1% | -18.9% |
| 6M | +14.0% | +2.6% | +11.4% | +12.9% |
| YTD | +18.4% | +16.0% | +2.4% | +13.1% |
| 1Y | +17.1% | +20.1% | -3.0% | +10.7% |
| 3Y | +0.7% | +143.6% | -142.9% | -23.6% |
| All | +3.0% | +122.3% | -119.3% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling