+185.7%
GS vs MCHP
+5.2%
+180.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.4% |
| 7D | +0.9% | +1.7% | -0.8% | +0.4% |
| 30D | -1.6% | -4.1% | +2.5% | -0.7% |
| 3M | -4.5% | -22.5% | +18.0% | +2.4% |
| 6M | +20.9% | +7.3% | +13.6% | +16.1% |
| YTD | +19.9% | +18.4% | +1.5% | +10.9% |
| 1Y | +41.4% | +18.1% | +23.3% | +29.9% |
| 3Y | +239.2% | -2.8% | +241.9% | +210.4% |
| All | +185.7% | +5.2% | +180.6% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling