+16.5%
MCHP vs COMP
+16.3%
+0.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.6% |
| 7D | -17.5% | +2.2% | -19.7% | -17.7% |
| 30D | -15.8% | +16.3% | -32.2% | -17.8% |
| 3M | -22.9% | -19.1% | -3.7% | -20.8% |
| 6M | -36.6% | +17.1% | -53.7% | -38.8% |
| YTD | -0.8% | -2.9% | +2.1% | -6.5% |
| 1Y | +16.5% | +8.8% | +7.7% | +8.7% |
| All | +16.5% | +16.3% | +0.2% | +8.7% |
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