+42,373.9%
MCHP vs B
+337.8%
+42,036.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.6% |
| 7D | +1.7% | -1.6% | +3.3% | +1.8% |
| 30D | -4.1% | +9.4% | -13.5% | -4.8% |
| 3M | -22.5% | +5.0% | -27.5% | -22.8% |
| 6M | +7.3% | -3.5% | +10.8% | +7.4% |
| YTD | +18.4% | +4.5% | +13.9% | +17.7% |
| 1Y | +18.1% | +67.8% | -49.6% | +13.5% |
| 3Y | -2.8% | +196.7% | -199.5% | -10.3% |
| 5Y | +5.5% | +151.9% | -146.4% | -2.3% |
| 10Y | +185.8% | +202.2% | -16.3% | +160.3% |
| All | +42,373.9% | +337.8% | +42,036.0% | +37,831.1% |
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