+107.7%
COST vs MCHP
+3.6%
+104.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.3% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -4.7% | -6.0% | +1.3% | -3.9% |
| 3M | -7.1% | -19.7% | +12.6% | -4.7% |
| 6M | -8.5% | +14.0% | -22.6% | -12.7% |
| YTD | +5.4% | +18.4% | -13.0% | -0.7% |
| 1Y | -5.6% | +17.1% | -22.7% | -11.4% |
| 3Y | +68.5% | +0.7% | +67.8% | +57.1% |
| All | +107.7% | +3.6% | +104.1% | +85.6% |
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