+179.3%
KO vs MCHP
+207.0%
-27.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | +0.2% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +1.8% | -6.0% | +7.9% | +2.4% |
| 3M | +7.7% | -19.7% | +27.4% | +9.4% |
| 6M | +15.3% | +14.0% | +1.2% | +12.1% |
| YTD | +28.0% | +18.4% | +9.6% | +23.7% |
| 1Y | +34.3% | +17.1% | +17.2% | +29.4% |
| 3Y | +63.8% | +0.7% | +63.1% | +56.5% |
| 5Y | +84.1% | +5.1% | +79.0% | +69.8% |
| All | +179.3% | +207.0% | -27.7% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling