+12.9%
MCHP vs GTLB
-50.0%
+62.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | 0.0% |
| 7D | +2.8% | +4.6% | -1.8% | +1.8% |
| 30D | -12.8% | +21.0% | -33.8% | -16.3% |
| 3M | -19.2% | +51.7% | -70.9% | -26.1% |
| 6M | +14.5% | +89.3% | -74.7% | -1.4% |
| YTD | +17.1% | +25.6% | -8.5% | +9.0% |
| 1Y | +15.3% | -1.5% | +16.9% | +12.3% |
| 3Y | +0.5% | -9.9% | +10.4% | -4.5% |
| All | +12.9% | -50.0% | +62.9% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling