-17.3%
MCHP vs EW
-7.9%
-9.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.1% |
| 7D | +5.7% | +4.9% | +0.8% | +3.9% |
| 30D | -13.4% | +23.9% | -37.4% | -20.2% |
| 3M | -20.1% | +15.8% | -35.9% | -24.6% |
| 6M | -35.5% | +31.7% | -67.2% | -42.4% |
| YTD | -1.6% | +25.7% | -27.2% | -10.8% |
| 1Y | +15.5% | +24.4% | -9.0% | +5.0% |
| 3Y | -13.2% | +65.9% | -79.0% | -34.8% |
| All | -17.3% | -7.9% | -9.4% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling