+636.4%
MCHP vs CAPR
-99.1%
+735.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.4% |
| 7D | +1.7% | -2.0% | +3.7% | +1.7% |
| 30D | -4.1% | +139.2% | -143.3% | -6.6% |
| 3M | -22.5% | -66.4% | +43.9% | -21.7% |
| 6M | +7.3% | -63.1% | +70.4% | +8.0% |
| YTD | +18.4% | -67.4% | +85.8% | +19.4% |
| 1Y | +18.1% | +58.2% | -40.1% | +8.7% |
| 3Y | -2.8% | +42.2% | -45.0% | -12.5% |
| 5Y | +5.5% | +87.3% | -81.8% | -6.5% |
| 10Y | +185.8% | -75.3% | +261.1% | +142.6% |
| All | +636.4% | -99.1% | +735.4% | +504.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling