+19.7%
GS vs MCHP
+25.9%
-6.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.3% | +6.8% | +4.5% |
| 7D | +0.3% | -5.4% | +5.7% | +1.9% |
| 30D | +3.9% | -7.5% | +11.4% | +6.1% |
| 3M | -11.4% | -6.0% | -5.4% | -10.3% |
| 6M | +3.7% | -20.1% | +23.8% | +8.6% |
| YTD | +7.1% | +20.2% | -13.1% | -1.7% |
| 1Y | +19.7% | +29.9% | -10.3% | +7.7% |
| All | +19.7% | +25.9% | -6.3% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling