+136.1%
MCHP vs COO
+40.1%
+96.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | -4.3% | -2.1% | -2.2% | -3.0% |
| 30D | -16.3% | +13.9% | -30.2% | -22.6% |
| 3M | -21.4% | -18.9% | -2.4% | -12.4% |
| 6M | -35.8% | +3.7% | -39.5% | -39.9% |
| YTD | -0.9% | -24.1% | +23.2% | +13.1% |
| 1Y | +14.5% | -14.2% | +28.7% | +20.1% |
| 3Y | -13.7% | -24.5% | +10.8% | -6.2% |
| 5Y | -16.9% | -40.4% | +23.5% | +4.3% |
| All | +136.1% | +40.1% | +96.0% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling