+207.0%
C vs MCHP
+134.0%
+73.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +4.2% | +5.7% | -1.5% | +1.9% |
| 30D | +2.0% | -13.4% | +15.4% | +6.9% |
| 3M | -10.1% | -20.1% | +10.0% | -3.2% |
| 6M | +1.0% | -35.5% | +36.5% | +15.8% |
| YTD | +8.5% | -1.6% | +10.0% | +3.0% |
| 1Y | +25.7% | +15.5% | +10.3% | +11.3% |
| 3Y | +216.0% | -13.2% | +229.2% | +190.5% |
| 5Y | +112.3% | -17.5% | +129.8% | +88.9% |
| All | +207.0% | +134.0% | +73.1% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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