+3.9%
MCHP vs COMP
-47.7%
+51.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +1.7% | +1.4% | +0.3% | +1.4% |
| 30D | -4.1% | -13.3% | +9.2% | -1.9% |
| 3M | -22.5% | +41.1% | -63.6% | -27.4% |
| 6M | +7.3% | +17.2% | -9.9% | +2.5% |
| YTD | +18.4% | +5.2% | +13.2% | +14.3% |
| 1Y | +18.1% | +18.9% | -0.8% | +10.8% |
| 3Y | -2.8% | +215.9% | -218.7% | -26.9% |
| 5Y | +5.5% | -31.2% | +36.7% | -8.8% |
| All | +3.9% | -47.7% | +51.6% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling