+3.0%
MCHP vs HIG
+116.1%
-113.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | 0.0% | -1.5% | +1.5% | +0.7% |
| 30D | -6.0% | -0.4% | -5.7% | -6.0% |
| 3M | -19.7% | +6.7% | -26.3% | -23.0% |
| 6M | +14.0% | +2.0% | +12.1% | +11.3% |
| YTD | +18.4% | +0.3% | +18.1% | +16.5% |
| 1Y | +17.1% | +4.2% | +12.9% | +12.3% |
| 3Y | +0.7% | +102.2% | -101.5% | -37.2% |
| All | +3.0% | +116.1% | -113.1% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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