+4.4%
MCHP vs EW
-29.9%
+34.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +0.3% | -5.1% | +5.5% | +2.3% |
| 30D | -9.8% | -6.4% | -3.4% | -7.6% |
| 3M | -19.7% | -1.6% | -18.1% | -19.7% |
| 6M | +13.6% | +2.3% | +11.3% | +11.6% |
| YTD | +16.5% | +1.1% | +15.4% | +14.9% |
| 1Y | +15.7% | +8.0% | +7.7% | +10.8% |
| 3Y | 0.0% | +16.3% | -16.4% | -12.7% |
| 5Y | +4.4% | -29.4% | +33.8% | +14.4% |
| All | +4.4% | -29.9% | +34.3% | +14.4% |
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