+134.5%
MCHP vs CAPR
-65.7%
+200.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.4% |
| 7D | +5.7% | +5.9% | -0.2% | +5.3% |
| 30D | -13.4% | +44.6% | -58.0% | -14.9% |
| 3M | -20.1% | +126.4% | -146.5% | -23.5% |
| 6M | -35.5% | -68.6% | +33.1% | -34.6% |
| YTD | -1.6% | -67.0% | +65.4% | -0.8% |
| 1Y | +15.5% | +65.2% | -49.7% | +0.6% |
| 3Y | -13.2% | +235.6% | -248.7% | -30.0% |
| 5Y | -17.5% | +175.4% | -192.9% | -34.4% |
| All | +134.5% | -65.7% | +200.3% | +76.1% |
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