+188.9%
MCHP vs COP
+344.8%
-156.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.5% |
| 30D | -11.1% | +9.6% | -20.7% | -14.2% |
| 3M | -18.1% | +15.0% | -33.1% | -23.1% |
| 6M | +10.8% | +21.8% | -11.0% | +0.7% |
| YTD | +14.2% | +49.6% | -35.4% | -4.9% |
| 1Y | +13.5% | +49.9% | -36.4% | -5.9% |
| 3Y | -2.0% | +22.6% | -24.6% | -13.1% |
| 5Y | +1.4% | +193.6% | -192.2% | -39.8% |
| All | +188.9% | +344.8% | -156.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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