+0.5%
MCHP vs CAPR
+42.0%
-41.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.6% | -0.9% |
| 7D | +2.8% | -9.5% | +12.2% | +3.1% |
| 30D | -12.8% | +121.5% | -134.3% | -15.8% |
| 3M | -19.2% | -65.4% | +46.2% | -18.1% |
| 6M | +14.5% | -67.5% | +82.1% | +16.2% |
| YTD | +17.1% | -68.6% | +85.7% | +18.7% |
| 1Y | +15.3% | +42.7% | -27.4% | +2.4% |
| 3Y | +0.5% | +43.4% | -42.9% | -17.8% |
| All | +0.5% | +42.0% | -41.5% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling