+14.2%
MCHP vs GTLB
-50.1%
+64.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +3.8% |
| 7D | 0.0% | -5.7% | +5.7% | +1.1% |
| 30D | -6.0% | +15.1% | -21.2% | -8.9% |
| 3M | -19.7% | +65.5% | -85.1% | -27.8% |
| 6M | +14.0% | +102.9% | -88.9% | -3.2% |
| YTD | +18.4% | +25.2% | -6.8% | +10.3% |
| 1Y | +17.1% | -5.5% | +22.6% | +15.1% |
| 3Y | +0.7% | -10.9% | +11.6% | -4.0% |
| All | +14.2% | -50.1% | +64.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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