+35,450.4%
MCHP vs B
+270.2%
+35,180.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.2% |
| 7D | -4.3% | -6.2% | +1.9% | -3.8% |
| 30D | -16.3% | -6.6% | -9.7% | -15.9% |
| 3M | -21.4% | -7.9% | -13.5% | -21.0% |
| 6M | -35.8% | -16.8% | -19.0% | -34.9% |
| YTD | -0.9% | -11.7% | +10.8% | -0.2% |
| 1Y | +14.5% | +3.5% | +11.0% | +14.0% |
| 3Y | -13.7% | +165.7% | -179.4% | -19.5% |
| 5Y | -16.9% | +108.4% | -125.3% | -22.0% |
| 10Y | +137.5% | +212.7% | -75.2% | +117.7% |
| All | +35,450.4% | +270.2% | +35,180.2% | +32,050.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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