+0.7%
MCHP vs HL
+391.6%
-390.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.9% |
| 7D | 0.0% | -4.4% | +4.4% | +1.0% |
| 30D | -6.0% | +9.3% | -15.3% | -8.2% |
| 3M | -19.7% | +32.0% | -51.7% | -24.6% |
| 6M | +14.0% | -6.4% | +20.5% | +13.3% |
| YTD | +18.4% | +3.1% | +15.3% | +13.3% |
| 1Y | +17.1% | +77.6% | -60.5% | -0.9% |
| 3Y | +0.7% | +392.8% | -392.1% | -34.1% |
| All | +0.7% | +391.6% | -390.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 3y: compounded portfolio wealth divided by compounded HL 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…
3y analysis · Full analysis span regression · 6 months rolling