+192.2%
MCHP vs GD
+189.7%
+2.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | +2.8% | -3.5% | +6.2% | +5.0% |
| 30D | -12.8% | -9.0% | -3.8% | -7.7% |
| 3M | -19.2% | +5.1% | -24.3% | -22.3% |
| 6M | +14.5% | -1.0% | +15.6% | +14.1% |
| YTD | +17.1% | +7.3% | +9.8% | +9.8% |
| 1Y | +15.3% | +12.4% | +2.9% | +4.8% |
| 3Y | +0.5% | +73.7% | -73.2% | -33.3% |
| 5Y | +6.1% | +93.8% | -87.7% | -35.6% |
| 10Y | +192.2% | +190.6% | +1.6% | +32.4% |
| All | +192.2% | +189.7% | +2.5% | +32.4% |
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