+529.6%
MCHP vs GM
+232.1%
+297.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.3% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | -11.1% | -3.4% | -7.7% | -9.8% |
| 3M | -18.1% | +8.7% | -26.8% | -21.5% |
| 6M | +10.8% | +15.4% | -4.6% | +2.8% |
| YTD | +14.2% | +6.6% | +7.6% | +9.3% |
| 1Y | +13.5% | +51.5% | -38.0% | -9.5% |
| 3Y | -2.0% | +169.3% | -171.4% | -42.8% |
| 5Y | +1.4% | +81.6% | -80.2% | -30.2% |
| 10Y | +195.5% | +240.7% | -45.2% | +41.0% |
| All | +529.6% | +232.1% | +297.4% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling