-35.8%
MCHP vs COO
+5.1%
-40.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.2% |
| 7D | -4.3% | -2.1% | -2.2% | -4.5% |
| 30D | -16.3% | +13.9% | -30.2% | -14.6% |
| 3M | -21.4% | -18.9% | -2.4% | -27.8% |
| 6M | -35.8% | +3.7% | -39.5% | -31.1% |
| All | -35.8% | +5.1% | -40.8% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling