+81.6%
KO vs MCHP
-0.1%
+81.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | -1.1% | -2.1% | +1.0% | -1.1% |
| 30D | +1.6% | -11.1% | +12.7% | +1.8% |
| 3M | +5.8% | -18.1% | +23.8% | +6.0% |
| 6M | +14.3% | +10.8% | +3.5% | +13.0% |
| YTD | +27.3% | +14.2% | +13.1% | +25.6% |
| 1Y | +33.2% | +13.5% | +19.7% | +31.3% |
| 3Y | +64.5% | -2.0% | +66.5% | +61.3% |
| All | +81.6% | -0.1% | +81.7% | +73.9% |
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