+199.5%
MCHP vs GAP
+31.2%
+168.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +2.9% |
| 7D | 0.0% | -4.1% | +4.1% | +1.2% |
| 30D | -6.0% | +6.2% | -12.3% | -8.1% |
| 3M | -19.7% | -0.7% | -19.0% | -20.3% |
| 6M | +14.0% | -7.1% | +21.2% | +14.4% |
| YTD | +18.4% | -14.1% | +32.5% | +20.9% |
| 1Y | +17.1% | -8.5% | +25.6% | +16.7% |
| 3Y | +0.7% | +115.4% | -114.6% | -26.4% |
| 5Y | +5.1% | +9.8% | -4.7% | -13.2% |
| All | +199.5% | +31.2% | +168.2% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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