+29.9%
MCHP vs EWT
+54.0%
-24.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.3% |
| 7D | -5.4% | -10.9% | +5.5% | +4.0% |
| 30D | -7.5% | -17.7% | +10.2% | +8.7% |
| 3M | -6.0% | -5.0% | -1.0% | -2.4% |
| 6M | -20.1% | +7.4% | -27.4% | -21.9% |
| YTD | +20.2% | +52.8% | -32.6% | -11.7% |
| 1Y | +29.9% | +55.2% | -25.3% | -6.1% |
| All | +29.9% | +54.0% | -24.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling