+17.1%
MCHP vs COO
-20.3%
+37.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +3.7% |
| 7D | 0.0% | -22.5% | +22.6% | +2.8% |
| 30D | -6.0% | -29.7% | +23.7% | -2.5% |
| 3M | -19.7% | -20.1% | +0.5% | -18.4% |
| 6M | +14.0% | -26.9% | +40.9% | +23.8% |
| YTD | +18.4% | -34.2% | +52.7% | +35.8% |
| 1Y | +17.1% | -21.3% | +38.4% | +22.2% |
| All | +17.1% | -20.3% | +37.4% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling