+1,054.2%
MCHP vs A
+543.3%
+510.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.9% |
| 7D | +5.7% | -0.5% | +6.2% | +6.0% |
| 30D | -13.4% | 0.0% | -13.4% | -13.3% |
| 3M | -20.1% | +16.7% | -36.8% | -26.1% |
| 6M | -35.5% | +54.8% | -90.3% | -48.7% |
| YTD | -1.6% | +28.8% | -30.4% | -14.7% |
| 1Y | +15.5% | +19.3% | -3.8% | +3.8% |
| 3Y | -13.2% | +65.5% | -78.7% | -33.2% |
| 5Y | -17.5% | +12.1% | -29.5% | -23.8% |
| 10Y | +136.0% | +305.4% | -169.4% | +24.9% |
| All | +1,054.2% | +543.3% | +510.9% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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