+372.2%
C vs MCHP
+34,604.2%
-34,232.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.7% |
| 7D | -0.4% | -17.5% | +17.1% | +4.8% |
| 30D | -5.3% | -15.8% | +10.5% | -1.1% |
| 3M | -8.0% | -22.9% | +14.8% | -1.8% |
| 6M | -0.3% | -36.6% | +36.3% | +11.2% |
| YTD | +8.6% | -0.8% | +9.5% | +5.3% |
| 1Y | +25.8% | +16.5% | +9.3% | +16.2% |
| 3Y | +221.2% | -13.6% | +234.8% | +208.1% |
| 5Y | +113.6% | -17.0% | +130.6% | +101.8% |
| 10Y | +218.3% | +137.7% | +80.6% | +118.9% |
| All | +372.2% | +34,604.2% | -34,232.0% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling