+41,921.5%
MCHP vs GAP
+788.3%
+41,133.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +2.8% | +1.7% | +1.0% | +2.3% |
| 30D | -12.8% | +9.3% | -22.2% | -15.5% |
| 3M | -19.2% | +6.1% | -25.3% | -21.3% |
| 6M | +14.5% | -2.3% | +16.8% | +13.3% |
| YTD | +17.1% | -10.6% | +27.7% | +18.3% |
| 1Y | +15.3% | -4.4% | +19.8% | +13.6% |
| 3Y | +0.5% | +118.3% | -117.8% | -26.7% |
| 5Y | +6.1% | +12.2% | -6.1% | -12.2% |
| 10Y | +192.2% | +33.7% | +158.5% | +95.2% |
| All | +41,921.5% | +788.3% | +41,133.1% | +14,377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling