+139.3%
GS vs MCHP
-25.5%
+164.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.0% | +9.7% | +2.8% |
| 7D | -3.2% | -24.6% | +21.3% | +5.3% |
| 30D | -2.4% | -25.2% | +22.8% | +6.4% |
| 3M | -15.7% | -21.1% | +5.3% | -10.2% |
| 6M | -6.8% | -42.7% | +35.9% | +9.1% |
| YTD | -0.1% | -6.9% | +6.8% | -0.9% |
| 1Y | +12.1% | +0.9% | +11.2% | +8.0% |
| 3Y | +185.8% | -16.2% | +202.0% | +171.8% |
| All | +139.3% | -25.5% | +164.9% | +121.8% |
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