+131.0%
MCHP vs GD
+185.2%
-54.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.1% | +4.0% |
| 7D | -19.2% | -3.0% | -16.2% | -17.4% |
| 30D | -18.6% | +9.3% | -27.9% | -22.8% |
| 3M | -27.0% | -7.2% | -19.8% | -23.6% |
| 6M | -37.3% | +5.5% | -42.7% | -39.9% |
| YTD | -1.8% | +9.5% | -11.3% | -9.1% |
| 1Y | +12.1% | +6.4% | +5.7% | +5.9% |
| 3Y | -10.0% | +59.8% | -69.9% | -36.1% |
| 5Y | -17.3% | +98.0% | -115.3% | -50.4% |
| 10Y | +131.0% | +177.4% | -46.4% | +23.6% |
| All | +131.0% | +185.2% | -54.2% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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