+499.0%
MCHP vs CAPR
-99.1%
+598.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.9% | +8.0% | -1.7% |
| 7D | -22.6% | +7.6% | -30.2% | -22.7% |
| 30D | -20.1% | +13.3% | -33.4% | -20.5% |
| 3M | -25.4% | +130.4% | -155.8% | -27.5% |
| 6M | -38.4% | -70.8% | +32.4% | -37.7% |
| YTD | -3.7% | -69.3% | +65.6% | -3.0% |
| 1Y | +11.7% | +59.5% | -47.8% | +2.7% |
| 3Y | -16.1% | +216.8% | -232.9% | -25.7% |
| 5Y | -16.9% | +152.7% | -169.6% | -26.8% |
| 10Y | +133.4% | -68.2% | +201.6% | +97.7% |
| All | +499.0% | -99.1% | +598.1% | +391.6% |
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