-8.1%
GLD vs MCHP
+14.7%
-22.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -5.5% | -4.3% | -1.2% | -5.0% |
| 30D | -7.0% | -16.3% | +9.3% | -5.0% |
| 3M | -12.4% | -21.4% | +9.0% | -9.7% |
| 6M | -18.0% | -35.8% | +17.7% | -13.5% |
| YTD | -10.5% | -0.9% | -9.5% | -9.8% |
| 1Y | -8.1% | +14.5% | -22.6% | -7.9% |
| All | -8.1% | +14.7% | -22.8% | -7.9% |
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