+29.9%
MCHP vs EW
+19.7%
+10.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -3.9% |
| 7D | -5.4% | +8.3% | -13.7% | -6.4% |
| 30D | -7.5% | +13.9% | -21.5% | -9.2% |
| 3M | -6.0% | +10.9% | -16.9% | -7.3% |
| 6M | -20.1% | +19.2% | -39.3% | -22.9% |
| YTD | +20.2% | +16.6% | +3.7% | +16.7% |
| 1Y | +29.9% | +18.1% | +11.9% | +26.2% |
| All | +29.9% | +19.7% | +10.3% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling