+40,890.7%
MCHP vs HL
+140.1%
+40,750.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.6% |
| 7D | -2.1% | -5.6% | +3.5% | -1.6% |
| 30D | -11.1% | +12.7% | -23.9% | -12.1% |
| 3M | -18.1% | +42.5% | -60.6% | -20.5% |
| 6M | +10.8% | -9.0% | +19.8% | +11.2% |
| YTD | +14.2% | +4.4% | +9.9% | +12.8% |
| 1Y | +13.5% | +82.7% | -69.2% | +6.6% |
| 3Y | -2.0% | +406.3% | -408.3% | -16.3% |
| 5Y | +1.4% | +238.2% | -236.8% | -12.1% |
| 10Y | +195.5% | +268.9% | -73.4% | +141.3% |
| All | +40,890.7% | +140.1% | +40,750.6% | +31,638.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling