+16,344.5%
COST vs MCHP
+39,882.8%
-23,538.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.3% |
| 7D | -2.5% | -2.1% | -0.4% | -2.2% |
| 30D | -4.4% | -11.1% | +6.7% | -2.7% |
| 3M | -8.1% | -18.1% | +10.0% | -6.0% |
| 6M | -9.2% | +10.8% | -20.0% | -12.3% |
| YTD | +5.1% | +14.2% | -9.1% | +0.7% |
| 1Y | -5.1% | +13.5% | -18.5% | -9.5% |
| 3Y | +70.4% | -2.0% | +72.4% | +60.8% |
| 5Y | +104.7% | +1.4% | +103.3% | +89.2% |
| 10Y | +608.8% | +195.5% | +413.3% | +425.1% |
| All | +16,344.5% | +39,882.8% | -23,538.3% | +4,764.8% |
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