+188.9%
MCHP vs EW
+126.7%
+62.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.3% |
| 7D | -2.1% | -3.4% | +1.3% | -0.6% |
| 30D | -11.1% | -7.4% | -3.8% | -8.1% |
| 3M | -18.1% | +0.9% | -19.0% | -19.0% |
| 6M | +10.8% | +1.2% | +9.6% | +9.1% |
| YTD | +14.2% | +1.8% | +12.5% | +12.0% |
| 1Y | +13.5% | +10.8% | +2.6% | +6.5% |
| 3Y | -2.0% | +17.1% | -19.1% | -15.7% |
| 5Y | +1.4% | -28.2% | +29.6% | +8.5% |
| All | +188.9% | +126.7% | +62.1% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling