+13.9%
MCHP vs GD
+6.6%
+7.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.1% | +4.8% |
| 7D | -19.2% | -3.0% | -16.2% | -18.7% |
| 30D | -18.6% | +9.3% | -27.9% | -19.7% |
| 3M | -27.0% | -7.2% | -19.8% | -25.7% |
| 6M | -37.3% | +5.5% | -42.7% | -37.9% |
| YTD | -1.8% | +9.5% | -11.3% | -10.0% |
| All | +13.9% | +6.6% | +7.3% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling