+4.4%
MCHP vs ALL
+115.1%
-110.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +0.3% | -2.2% | +2.6% | +0.7% |
| 30D | -9.8% | -5.6% | -4.2% | -9.1% |
| 3M | -19.7% | +17.2% | -36.9% | -22.9% |
| 6M | +13.6% | +23.2% | -9.7% | +7.3% |
| YTD | +16.5% | +23.6% | -7.1% | +10.0% |
| 1Y | +15.7% | +29.2% | -13.5% | +7.7% |
| 3Y | 0.0% | +153.8% | -153.9% | -25.6% |
| 5Y | +4.4% | +116.1% | -111.7% | -15.0% |
| All | +4.4% | +115.1% | -110.7% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling