+13.6%
MCHP vs EWZ
+6.0%
+7.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.3% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -9.8% | +8.2% | -17.9% | -14.0% |
| 3M | -19.7% | +13.3% | -33.0% | -25.5% |
| 6M | +13.6% | +3.6% | +10.0% | +7.5% |
| All | +13.6% | +6.0% | +7.6% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling