+18.8%
JPM vs MCHP
+17.6%
+1.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -2.5% | -6.0% | +3.6% | -1.8% |
| 3M | +14.1% | -19.7% | +33.8% | +16.1% |
| 6M | +25.1% | +14.0% | +11.1% | +19.8% |
| YTD | +12.1% | +18.4% | -6.3% | +5.8% |
| 1Y | +18.8% | +17.1% | +1.7% | +11.2% |
| All | +18.8% | +17.6% | +1.2% | +11.2% |
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 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