+188.9%
MCHP vs CAPR
-78.6%
+267.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -1.8% |
| 7D | -2.1% | -10.6% | +8.5% | -1.7% |
| 30D | -11.1% | +111.2% | -122.3% | -14.3% |
| 3M | -18.1% | -67.2% | +49.1% | -16.7% |
| 6M | +10.8% | -75.1% | +85.9% | +13.7% |
| YTD | +14.2% | -71.2% | +85.5% | +16.2% |
| 1Y | +13.5% | +31.1% | -17.7% | 0.0% |
| 3Y | -2.0% | +31.3% | -33.3% | -18.0% |
| 5Y | +1.4% | +69.4% | -68.0% | -17.7% |
| All | +188.9% | -78.6% | +267.5% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling