+37.3%
GS vs MCHP
+14.8%
+22.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -0.1% | -9.8% | +9.7% | +2.7% |
| 3M | +0.2% | -19.7% | +19.9% | +5.1% |
| 6M | +24.8% | +13.6% | +11.2% | +19.3% |
| YTD | +18.8% | +16.5% | +2.2% | +12.1% |
| 1Y | +37.3% | +15.7% | +21.6% | +27.7% |
| All | +37.3% | +14.8% | +22.6% | +27.7% |
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