+42,373.9%
MCHP vs COP
+3,529.2%
+38,844.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +1.7% | +3.0% | -1.3% | +0.6% |
| 30D | -4.1% | +17.5% | -21.6% | -9.7% |
| 3M | -22.5% | +13.4% | -35.9% | -26.7% |
| 6M | +7.3% | +17.7% | -10.5% | -0.8% |
| YTD | +18.4% | +46.6% | -28.2% | +0.6% |
| 1Y | +18.1% | +44.6% | -26.5% | +0.5% |
| 3Y | -2.8% | +20.7% | -23.5% | -12.2% |
| 5Y | +5.5% | +185.0% | -179.6% | -33.3% |
| 10Y | +185.8% | +347.0% | -161.2% | +41.0% |
| All | +42,373.9% | +3,529.2% | +38,844.7% | +12,144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling