+1,704.0%
GS vs MCHP
+2,003.9%
-299.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.0% | +9.7% | +3.3% |
| 7D | -3.2% | -24.6% | +21.3% | +6.8% |
| 30D | -2.4% | -25.2% | +22.8% | +7.9% |
| 3M | -15.7% | -21.1% | +5.3% | -9.3% |
| 6M | -6.8% | -42.7% | +35.9% | +11.9% |
| YTD | -0.1% | -6.9% | +6.8% | -1.1% |
| 1Y | +12.1% | +0.9% | +11.2% | +7.3% |
| 3Y | +185.8% | -16.2% | +202.0% | +173.5% |
| 5Y | +140.1% | -24.1% | +164.2% | +128.7% |
| 10Y | +505.2% | +134.1% | +371.2% | +247.7% |
| All | +1,704.0% | +2,003.9% | -299.9% | +340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling