+437.1%
GS vs MCHP
+135.5%
+301.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +5.1% | -4.3% | +9.4% | +6.6% |
| 30D | +2.4% | -16.3% | +18.7% | +8.7% |
| 3M | -11.5% | -21.4% | +9.9% | -4.1% |
| 6M | -2.5% | -35.8% | +33.2% | +12.2% |
| YTD | +5.5% | -0.9% | +6.4% | +1.8% |
| 1Y | +11.0% | +14.5% | -3.5% | +1.2% |
| 3Y | +200.1% | -13.7% | +213.7% | +182.5% |
| 5Y | +154.7% | -16.9% | +171.6% | +131.9% |
| All | +437.1% | +135.5% | +301.6% | +209.4% |
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