+420.7%
C vs MCHP
+41,329.5%
-40,908.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.7% |
| 7D | +3.6% | +1.7% | +1.9% | +3.1% |
| 30D | +0.1% | -4.1% | +4.1% | +0.8% |
| 3M | +2.4% | -22.5% | +24.9% | +8.8% |
| 6M | +24.9% | +7.3% | +17.6% | +20.2% |
| YTD | +19.8% | +18.4% | +1.4% | +11.3% |
| 1Y | +44.9% | +18.1% | +26.7% | +33.7% |
| 3Y | +263.0% | -2.8% | +265.8% | +238.8% |
| 5Y | +129.5% | +5.5% | +124.0% | +103.6% |
| 10Y | +291.6% | +185.8% | +105.8% | +157.2% |
| All | +420.7% | +41,329.5% | -40,908.8% | +31.6% |
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