-13.2%
MCHP vs ALL
+117.7%
-130.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +5.7% | +5.0% | +0.7% | +6.1% |
| 30D | -13.4% | +13.3% | -26.8% | -12.5% |
| 3M | -20.1% | +3.2% | -23.3% | -19.7% |
| 6M | -35.5% | +25.3% | -60.9% | -36.0% |
| YTD | -1.6% | +30.5% | -32.0% | -2.9% |
| 1Y | +15.5% | +29.2% | -13.7% | +14.0% |
| 3Y | -13.2% | +119.1% | -132.3% | -13.4% |
| All | -13.2% | +117.7% | -130.9% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling