+269.3%
C vs MCHP
+0.1%
+269.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +3.2% | +2.8% | +0.4% | +2.4% |
| 30D | +1.3% | -12.8% | +14.1% | +5.0% |
| 3M | +3.1% | -19.2% | +22.3% | +8.0% |
| 6M | +29.6% | +14.5% | +15.1% | +21.9% |
| YTD | +19.0% | +17.1% | +1.8% | +10.2% |
| 1Y | +45.6% | +15.3% | +30.3% | +34.6% |
| 3Y | +269.3% | +0.5% | +268.8% | +222.5% |
| All | +269.3% | +0.1% | +269.2% | +222.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling