-16.2%
MCHP vs GD
+54.3%
-70.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.6% | -9.4% | -9.7% |
| 7D | -24.6% | -5.0% | -19.6% | -22.7% |
| 30D | -25.2% | +8.9% | -34.1% | -27.7% |
| 3M | -21.1% | -8.0% | -13.0% | -18.0% |
| 6M | -42.7% | +2.9% | -45.6% | -43.7% |
| YTD | -6.9% | +7.1% | -13.9% | -11.7% |
| 1Y | +0.9% | +5.9% | -5.0% | -3.7% |
| 3Y | -16.2% | +53.9% | -70.1% | -35.3% |
| All | -16.2% | +54.3% | -70.5% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling