+722.8%
GLD vs MCHP
+684.9%
+37.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.2% |
| 7D | -2.0% | -17.5% | +15.6% | -1.4% |
| 30D | -4.4% | -15.8% | +11.4% | -4.0% |
| 3M | -8.9% | -22.9% | +13.9% | -8.3% |
| 6M | -16.0% | -36.6% | +20.6% | -15.0% |
| YTD | -7.9% | -0.8% | -7.0% | -7.8% |
| 1Y | -3.9% | +16.5% | -20.4% | -4.2% |
| 3Y | +103.4% | -13.6% | +117.0% | +102.9% |
| 5Y | +109.7% | -17.0% | +126.7% | +108.6% |
| 10Y | +211.8% | +137.7% | +74.2% | +205.9% |
| All | +722.8% | +684.9% | +37.9% | +685.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling