+138.9%
GLD vs MCHP
+5.2%
+133.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 3M | +0.6% | -19.2% | +19.8% | +1.6% |
| 6M | -15.6% | +14.5% | -30.1% | -16.1% |
| YTD | +0.9% | +17.1% | -16.3% | +0.2% |
| 1Y | +19.4% | +15.3% | +4.1% | +18.5% |
| 3Y | +124.5% | +0.5% | +124.0% | +122.0% |
| 5Y | +138.9% | +6.1% | +132.9% | +132.5% |
| All | +138.9% | +5.2% | +133.8% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling