+124.5%
GLD vs MCHP
+0.1%
+124.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.7% |
| 7D | +0.7% | +2.8% | -2.0% | +0.6% |
| 30D | +0.3% | -12.8% | +13.1% | +1.2% |
| 3M | +0.6% | -19.2% | +19.8% | +1.8% |
| 6M | -15.6% | +14.5% | -30.1% | -16.1% |
| YTD | +0.9% | +17.1% | -16.3% | +0.3% |
| 1Y | +19.4% | +15.3% | +4.1% | +18.7% |
| 3Y | +124.5% | +0.5% | +124.0% | +122.9% |
| All | +124.5% | +0.1% | +124.4% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling