+796.7%
MCHP vs EWZ
+439.1%
+357.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -9.8% | +8.2% | -17.9% | -12.9% |
| 3M | -19.7% | +13.3% | -33.0% | -23.9% |
| 6M | +13.6% | +3.6% | +10.0% | +11.6% |
| YTD | +16.5% | +21.0% | -4.4% | +7.0% |
| 1Y | +15.7% | +34.7% | -19.0% | +1.3% |
| 3Y | 0.0% | +48.3% | -48.3% | -16.2% |
| 5Y | +4.4% | +60.1% | -55.7% | -17.8% |
| 10Y | +201.4% | +92.6% | +108.8% | +106.2% |
| All | +796.7% | +439.1% | +357.6% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling