+0.7%
MCHP vs GM
+166.7%
-166.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.9% |
| 7D | 0.0% | -2.4% | +2.5% | +1.1% |
| 30D | -6.0% | -1.1% | -4.9% | -5.7% |
| 3M | -19.7% | +6.1% | -25.8% | -22.0% |
| 6M | +14.0% | +15.0% | -0.9% | +6.5% |
| YTD | +18.4% | +6.0% | +12.4% | +13.8% |
| 1Y | +17.1% | +47.1% | -30.0% | -4.1% |
| 3Y | +0.7% | +170.5% | -169.8% | -38.5% |
| All | +0.7% | +166.7% | -166.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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