+199.5%
MCHP vs EWZ
+94.8%
+104.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +4.1% |
| 7D | 0.0% | +0.9% | -0.8% | -0.5% |
| 30D | -6.0% | +12.8% | -18.8% | -11.7% |
| 3M | -19.7% | +10.8% | -30.4% | -23.8% |
| 6M | +14.0% | +2.5% | +11.5% | +12.2% |
| YTD | +18.4% | +21.4% | -2.9% | +6.9% |
| 1Y | +17.1% | +32.8% | -15.7% | +0.9% |
| 3Y | +0.7% | +45.2% | -44.5% | -17.5% |
| 5Y | +5.1% | +63.0% | -57.9% | -21.6% |
| All | +199.5% | +94.8% | +104.7% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling