+105.8%
GLD vs MCHP
-12.3%
+118.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | +2.8% | -22.6% | +25.4% | +4.7% |
| 30D | -4.0% | -20.1% | +16.2% | -2.5% |
| 3M | -8.2% | -25.4% | +17.2% | -6.4% |
| 6M | -14.8% | -38.4% | +23.6% | -12.3% |
| YTD | -6.8% | -3.7% | -3.1% | -6.2% |
| 1Y | -2.4% | +11.7% | -14.1% | -2.3% |
| 3Y | +105.8% | -16.1% | +121.9% | +108.8% |
| All | +105.8% | -12.3% | +118.0% | +108.8% |
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 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