+4.9%
MCHP vs COO
-40.5%
+45.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | +0.4% |
| 7D | +2.8% | -2.3% | +5.1% | +4.0% |
| 30D | -12.8% | -8.8% | -4.0% | -8.8% |
| 3M | -19.2% | +1.3% | -20.6% | -20.8% |
| 6M | +14.5% | -11.6% | +26.1% | +20.7% |
| YTD | +17.1% | -17.4% | +34.5% | +28.7% |
| 1Y | +15.3% | -1.6% | +16.9% | +13.2% |
| 3Y | +0.5% | -22.6% | +23.1% | +8.8% |
| All | +4.9% | -40.5% | +45.4% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling