+4.4%
MCHP vs CAPR
+76.3%
-71.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.3% |
| 7D | +0.3% | -12.6% | +13.0% | +0.9% |
| 30D | -9.8% | +124.4% | -134.2% | -13.2% |
| 3M | -19.7% | -66.8% | +47.1% | -18.3% |
| 6M | +13.6% | -71.8% | +85.4% | +16.1% |
| YTD | +16.5% | -70.1% | +86.6% | +18.5% |
| 1Y | +15.7% | +33.3% | -17.6% | +1.4% |
| 3Y | 0.0% | +36.7% | -36.8% | -21.4% |
| 5Y | +4.4% | +72.5% | -68.0% | -25.1% |
| All | +4.4% | +76.3% | -71.9% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling