+13.9%
MCHP vs COMP
+25.5%
-11.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.7% | -0.3% | +4.6% |
| 7D | -19.2% | +14.5% | -33.7% | -20.7% |
| 30D | -18.6% | +14.9% | -33.5% | -20.3% |
| 3M | -26.9% | -14.2% | -12.7% | -25.7% |
| 6M | -37.2% | +23.7% | -61.0% | -39.9% |
| YTD | -1.8% | +2.1% | -3.9% | -7.7% |
| All | +13.9% | +25.5% | -11.6% | +6.9% |
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