+3.0%
MCHP vs EWT
+149.5%
-146.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +1.6% |
| 7D | 0.0% | -1.1% | +1.2% | +1.3% |
| 30D | -6.0% | +4.5% | -10.5% | -10.7% |
| 3M | -19.7% | +8.3% | -27.9% | -26.4% |
| 6M | +14.0% | +54.2% | -40.2% | -32.1% |
| YTD | +18.4% | +74.6% | -56.2% | -40.1% |
| 1Y | +17.1% | +84.9% | -67.8% | -44.8% |
| 3Y | +0.7% | +197.5% | -196.8% | -75.1% |
| All | +3.0% | +149.5% | -146.5% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling