-13.2%
MCHP vs GD
+58.2%
-71.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +5.7% | +2.7% | +3.1% | +4.5% |
| 30D | -13.4% | +8.6% | -22.0% | -16.2% |
| 3M | -20.1% | -7.1% | -13.1% | -17.5% |
| 6M | -35.5% | +7.5% | -43.0% | -38.0% |
| YTD | -1.6% | +9.9% | -11.5% | -7.6% |
| 1Y | +15.5% | +7.6% | +7.9% | +9.8% |
| 3Y | -13.2% | +56.2% | -69.4% | -30.5% |
| All | -13.2% | +58.2% | -71.4% | -30.5% |
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