+6,689.5%
JPM vs MCHP
+40,681.5%
-33,992.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -0.4% | +0.3% | -0.8% | -0.5% |
| 30D | -1.4% | -9.8% | +8.3% | +1.0% |
| 3M | +13.9% | -19.7% | +33.6% | +18.8% |
| 6M | +23.5% | +13.6% | +10.0% | +17.3% |
| YTD | +11.6% | +16.5% | -4.9% | +4.8% |
| 1Y | +21.4% | +15.7% | +5.7% | +13.3% |
| 3Y | +163.4% | 0.0% | +163.5% | +142.7% |
| 5Y | +152.5% | +4.4% | +148.1% | +123.9% |
| 10Y | +592.1% | +201.4% | +390.7% | +352.9% |
| All | +6,689.5% | +40,681.5% | -33,992.0% | +2,336.8% |
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 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