+816.6%
GLD vs MCHP
+837.0%
-20.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.9% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | +4.4% | -4.1% | +8.5% | +4.5% |
| 3M | -1.1% | -22.5% | +21.4% | -0.5% |
| 6M | -13.8% | +7.3% | -21.1% | -14.0% |
| YTD | +2.6% | +18.4% | -15.7% | +2.2% |
| 1Y | +24.5% | +18.1% | +6.4% | +23.9% |
| 3Y | +125.8% | -2.8% | +128.6% | +124.4% |
| 5Y | +137.8% | +5.5% | +132.3% | +135.1% |
| 10Y | +221.4% | +185.8% | +35.6% | +213.8% |
| All | +816.6% | +837.0% | -20.4% | +770.5% |
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 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