+1,787.7%
KO vs MCHP
+39,882.8%
-38,095.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -1.1% | -2.1% | +1.0% | -1.0% |
| 30D | +1.6% | -11.1% | +12.7% | +2.4% |
| 3M | +5.8% | -18.1% | +23.8% | +6.8% |
| 6M | +14.3% | +10.8% | +3.5% | +12.6% |
| YTD | +27.3% | +14.2% | +13.1% | +24.9% |
| 1Y | +33.2% | +13.5% | +19.7% | +30.4% |
| 3Y | +64.5% | -2.0% | +66.5% | +59.9% |
| 5Y | +83.1% | +1.4% | +81.7% | +75.5% |
| 10Y | +183.9% | +195.5% | -11.6% | +146.4% |
| All | +1,787.7% | +39,882.8% | -38,095.1% | +1,151.8% |
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