+3.0%
MCHP vs GPN
-44.5%
+47.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | -4.3% | +4.4% | +2.0% |
| 30D | -6.0% | 0.0% | -6.0% | -6.4% |
| 3M | -19.7% | +35.8% | -55.5% | -32.1% |
| 6M | +14.0% | +22.0% | -8.0% | +0.7% |
| YTD | +18.4% | +15.2% | +3.2% | +6.2% |
| 1Y | +17.1% | +3.5% | +13.6% | +11.0% |
| 3Y | +0.7% | -26.9% | +27.7% | +10.7% |
| All | +3.0% | -44.5% | +47.5% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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