+3.0%
MCHP vs GH
+20.8%
-17.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | -6.0% | -4.7% | -1.4% | -5.2% |
| 3M | -19.7% | +20.2% | -39.9% | -22.9% |
| 6M | +14.0% | +78.8% | -64.7% | +0.3% |
| YTD | +18.4% | +54.1% | -35.7% | +6.9% |
| 1Y | +17.1% | +177.1% | -160.0% | -7.6% |
| 3Y | +0.7% | +371.6% | -370.9% | -32.7% |
| All | +3.0% | +20.8% | -17.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 5y: compounded portfolio wealth divided by compounded GH 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…
5y analysis · Full analysis span regression · 6 months rolling