-22.7%
MCHP vs COMP
-17.6%
-5.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +10.7% | -20.8% | -11.8% |
| 7D | -24.6% | +13.4% | -38.0% | -26.3% |
| 30D | -25.2% | +11.1% | -36.3% | -26.8% |
| 3M | -21.1% | -18.8% | -2.2% | -18.8% |
| 6M | -42.7% | +10.5% | -53.2% | -44.5% |
| YTD | -6.9% | -3.4% | -3.5% | -9.3% |
| 1Y | +0.9% | +19.7% | -18.8% | -5.5% |
| 3Y | -16.2% | +381.6% | -397.8% | -41.6% |
| All | -22.7% | -17.6% | -5.1% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling