+29.9%
MCHP vs COMP
+23.8%
+6.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.0% | -4.4% |
| 7D | -5.4% | +9.5% | -14.9% | -6.7% |
| 30D | -7.5% | +8.1% | -15.6% | -8.8% |
| 3M | -6.0% | -16.3% | +10.3% | -4.3% |
| 6M | -20.1% | +42.2% | -62.3% | -25.1% |
| YTD | +20.2% | -5.0% | +25.3% | +13.7% |
| 1Y | +29.9% | +20.1% | +9.8% | +17.9% |
| All | +29.9% | +23.8% | +6.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling