+21.8%
MCHP vs GRAB
-74.3%
+96.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.3% | +3.4% |
| 7D | 0.0% | -10.8% | +10.9% | +2.2% |
| 30D | -6.0% | -15.5% | +9.5% | -3.0% |
| 3M | -19.7% | -9.0% | -10.7% | -18.5% |
| 6M | +14.0% | -21.6% | +35.6% | +19.0% |
| YTD | +18.4% | -38.9% | +57.3% | +29.4% |
| 1Y | +17.1% | -44.8% | +62.0% | +30.2% |
| 3Y | +0.7% | -18.4% | +19.2% | +3.0% |
| 5Y | +5.1% | -71.6% | +76.7% | +10.8% |
| All | +21.8% | -74.3% | +96.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling