+294.7%
C vs MCHP
+193.2%
+101.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +2.6% | +0.3% | +2.2% | +2.4% |
| 30D | +1.9% | -9.8% | +11.7% | +5.9% |
| 3M | +2.8% | -19.7% | +22.5% | +10.0% |
| 6M | +30.6% | +13.6% | +17.0% | +20.2% |
| YTD | +19.9% | +16.5% | +3.3% | +8.0% |
| 1Y | +44.6% | +15.7% | +28.9% | +29.3% |
| 3Y | +272.1% | 0.0% | +272.2% | +227.6% |
| 5Y | +132.0% | +4.4% | +127.6% | +88.2% |
| 10Y | +294.7% | +201.4% | +93.3% | +89.4% |
| All | +294.7% | +193.2% | +101.5% | +89.4% |
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