+41,921.4%
MCHP vs ETR
+2,452.7%
+39,468.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.4% |
| 7D | +2.8% | +1.4% | +1.3% | +2.3% |
| 30D | -12.8% | +1.9% | -14.7% | -13.3% |
| 3M | -19.2% | +1.0% | -20.2% | -19.5% |
| 6M | +14.5% | +4.8% | +9.7% | +12.7% |
| YTD | +17.1% | +19.5% | -2.4% | +11.0% |
| 1Y | +15.3% | +28.1% | -12.8% | +7.1% |
| 3Y | +0.5% | +151.1% | -150.7% | -23.9% |
| 5Y | +6.1% | +125.2% | -119.1% | -17.7% |
| 10Y | +192.2% | +291.1% | -98.9% | +98.1% |
| All | +41,921.4% | +2,452.7% | +39,468.8% | +24,203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling