+2,064.0%
GS vs MCHP
+2,574.3%
-510.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.5% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | -1.6% | -4.1% | +2.5% | -0.6% |
| 3M | -4.5% | -22.5% | +18.0% | +3.7% |
| 6M | +20.9% | +7.3% | +13.6% | +15.3% |
| YTD | +19.9% | +18.4% | +1.5% | +9.5% |
| 1Y | +41.4% | +18.1% | +23.3% | +28.0% |
| 3Y | +239.2% | -2.8% | +241.9% | +209.3% |
| 5Y | +185.0% | +5.5% | +179.6% | +141.5% |
| 10Y | +655.0% | +185.8% | +469.1% | +305.8% |
| All | +2,064.0% | +2,574.3% | -510.2% | +387.2% |
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