+642.6%
GS vs MCHP
+191.8%
+450.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +3.4% | +2.8% | +0.6% | +2.4% |
| 30D | +0.2% | -12.8% | +13.0% | +5.2% |
| 3M | -0.3% | -19.2% | +18.9% | +6.5% |
| 6M | +27.4% | +14.5% | +12.8% | +18.4% |
| YTD | +19.6% | +17.1% | +2.5% | +9.5% |
| 1Y | +42.5% | +15.3% | +27.2% | +29.9% |
| 3Y | +240.4% | +0.5% | +240.0% | +204.9% |
| 5Y | +188.9% | +6.1% | +182.8% | +140.2% |
| 10Y | +642.6% | +192.2% | +450.3% | +274.0% |
| All | +642.6% | +191.8% | +450.8% | +274.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling