+154.6%
JPM vs MCHP
+1.5%
+153.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.1% |
| 7D | -2.3% | -2.1% | -0.3% | -1.9% |
| 30D | -2.3% | -11.1% | +8.8% | 0.0% |
| 3M | +14.9% | -18.1% | +33.0% | +18.6% |
| 6M | +23.6% | +10.8% | +12.9% | +18.2% |
| YTD | +11.3% | +14.2% | -3.0% | +5.0% |
| 1Y | +19.9% | +13.5% | +6.4% | +12.6% |
| 3Y | +162.6% | -2.0% | +164.6% | +140.7% |
| 5Y | +154.6% | +1.4% | +153.2% | +119.0% |
| All | +154.6% | +1.5% | +153.1% | +119.0% |
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