+687.0%
MCHP vs EW
+8,331.5%
-7,644.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | +5.7% | +4.9% | +0.8% | +4.2% |
| 30D | -13.4% | +23.9% | -37.4% | -19.0% |
| 3M | -20.1% | +15.8% | -35.9% | -23.9% |
| 6M | -35.5% | +31.7% | -67.2% | -41.1% |
| YTD | -1.6% | +25.7% | -27.2% | -9.1% |
| 1Y | +15.5% | +24.4% | -9.0% | +6.9% |
| 3Y | -13.2% | +65.9% | -79.0% | -28.6% |
| 5Y | -17.5% | -7.6% | -9.8% | -20.1% |
| 10Y | +136.0% | +253.2% | -117.2% | +61.5% |
| All | +687.0% | +8,331.5% | -7,644.5% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling