+846.3%
MCHP vs EW
+6,974.1%
-6,127.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -4.1% | +1.0% | -5.1% | -4.5% |
| 3M | -22.5% | +2.8% | -25.3% | -23.5% |
| 6M | +7.3% | +5.5% | +1.8% | +4.9% |
| YTD | +18.4% | +5.5% | +12.9% | +15.7% |
| 1Y | +18.1% | +11.0% | +7.1% | +13.4% |
| 3Y | -2.8% | +17.7% | -20.5% | -11.1% |
| 5Y | +5.5% | -25.7% | +31.2% | +9.3% |
| 10Y | +185.8% | +132.8% | +53.0% | +117.3% |
| All | +846.3% | +6,974.1% | -6,127.8% | +285.6% |
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