+3,964.8%
MCHP vs HIG
+987.6%
+2,977.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -9.8% | -2.8% | -6.9% | -9.3% |
| 3M | -19.7% | +6.3% | -26.1% | -21.1% |
| 6M | +13.6% | -0.1% | +13.7% | +12.9% |
| YTD | +16.5% | +0.4% | +16.1% | +15.7% |
| 1Y | +15.7% | +6.2% | +9.4% | +13.3% |
| 3Y | 0.0% | +101.6% | -101.7% | -14.6% |
| 5Y | +4.4% | +119.8% | -115.4% | -12.2% |
| 10Y | +201.4% | +311.7% | -110.3% | +120.6% |
| All | +3,964.8% | +987.6% | +2,977.2% | +2,165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling