+2.8%
GLD vs MCHP
+25.9%
-23.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.3% | +7.0% | +4.2% |
| 7D | -0.3% | -5.4% | +5.1% | +0.6% |
| 30D | -1.9% | -7.5% | +5.7% | -0.8% |
| 3M | -0.4% | -6.0% | +5.6% | +0.1% |
| 6M | -10.2% | -20.1% | +9.9% | -7.9% |
| YTD | -6.0% | +20.2% | -26.3% | -7.2% |
| 1Y | +2.8% | +29.9% | -27.1% | +1.4% |
| All | +2.8% | +25.9% | -23.1% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling