+112.2%
C vs MCHP
-17.4%
+129.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -0.4% | -22.6% | +22.2% | +7.0% |
| 30D | -5.2% | -20.1% | +15.0% | +0.7% |
| 3M | -9.1% | -25.4% | +16.3% | -1.7% |
| 6M | -1.6% | -38.4% | +36.9% | +11.2% |
| YTD | +6.9% | -3.7% | +10.7% | +3.4% |
| 1Y | +23.0% | +11.7% | +11.2% | +13.0% |
| 3Y | +216.1% | -16.1% | +232.3% | +198.3% |
| 5Y | +112.2% | -16.9% | +129.1% | +87.6% |
| All | +112.2% | -17.4% | +129.6% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling