+12,054.9%
MCHP vs IT
+5,878.5%
+6,176.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.6% | +1.9% |
| 7D | 0.0% | -3.7% | +3.7% | +1.2% |
| 30D | -6.0% | +0.1% | -6.1% | -6.5% |
| 3M | -19.7% | +20.7% | -40.4% | -27.2% |
| 6M | +14.0% | +12.0% | +2.1% | +4.0% |
| YTD | +18.4% | -28.8% | +47.2% | +24.4% |
| 1Y | +17.1% | -25.5% | +42.6% | +20.7% |
| 3Y | +0.7% | -48.8% | +49.5% | +16.8% |
| 5Y | +5.1% | -42.7% | +47.8% | +18.0% |
| 10Y | +206.3% | +102.5% | +103.8% | +124.4% |
| All | +12,054.9% | +5,878.5% | +6,176.4% | +3,321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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