+27,671.4%
MCHP vs ALL
+3,667.9%
+24,003.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.9% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.1% | -1.5% | -2.6% | -4.0% |
| 3M | -22.5% | +23.6% | -46.1% | -29.7% |
| 6M | +7.3% | +22.3% | -15.1% | -2.5% |
| YTD | +18.4% | +26.5% | -8.1% | +6.0% |
| 1Y | +18.1% | +27.0% | -8.9% | +5.2% |
| 3Y | -2.8% | +149.6% | -152.4% | -35.1% |
| 5Y | +5.5% | +118.1% | -112.6% | -27.4% |
| 10Y | +185.8% | +369.0% | -183.1% | +48.2% |
| All | +27,671.4% | +3,667.9% | +24,003.5% | +6,109.8% |
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