+188.9%
MCHP vs ALL
+361.5%
-172.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -2.1% | -4.3% | +2.2% | -0.3% |
| 30D | -11.1% | -3.6% | -7.5% | -9.9% |
| 3M | -18.1% | +13.2% | -31.3% | -24.0% |
| 6M | +10.8% | +22.5% | -11.7% | -1.7% |
| YTD | +14.2% | +22.7% | -8.5% | +1.0% |
| 1Y | +13.5% | +28.3% | -14.8% | -2.4% |
| 3Y | -2.0% | +152.0% | -154.0% | -44.7% |
| 5Y | +1.4% | +115.4% | -114.1% | -39.7% |
| All | +188.9% | +361.5% | -172.7% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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