+22,994.8%
MCHP vs ALL
+3,785.0%
+19,209.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +5.7% | +5.0% | +0.7% | +3.8% |
| 30D | -13.4% | +13.3% | -26.8% | -17.4% |
| 3M | -20.1% | +3.2% | -23.3% | -21.4% |
| 6M | -35.5% | +25.3% | -60.9% | -42.1% |
| YTD | -1.6% | +30.5% | -32.0% | -13.1% |
| 1Y | +15.5% | +29.2% | -13.7% | +2.2% |
| 3Y | -13.2% | +119.1% | -132.3% | -39.1% |
| 5Y | -17.5% | +162.6% | -180.1% | -47.2% |
| 10Y | +136.0% | +378.8% | -242.8% | +21.0% |
| All | +22,994.8% | +3,785.0% | +19,209.8% | +4,987.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling