+42,373.9%
MCHP vs COO
+30,343.5%
+12,030.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | +1.7% | -2.2% | +3.9% | +1.9% |
| 30D | -4.1% | -7.0% | +2.9% | -3.3% |
| 3M | -22.5% | +12.2% | -34.7% | -23.7% |
| 6M | +7.3% | -15.1% | +22.4% | +8.9% |
| YTD | +18.4% | -15.1% | +33.5% | +20.1% |
| 1Y | +18.1% | +2.3% | +15.8% | +17.4% |
| 3Y | -2.8% | -23.7% | +20.9% | -0.5% |
| 5Y | +5.5% | -38.9% | +44.4% | +10.2% |
| 10Y | +185.8% | +49.9% | +135.9% | +181.2% |
| All | +42,373.9% | +30,343.5% | +12,030.4% | +44,847.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling