+201.4%
MCHP vs KEY
+167.1%
+34.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.3% | -0.3% | +0.7% | +0.5% |
| 30D | -9.8% | -3.3% | -6.5% | -8.4% |
| 3M | -19.7% | -0.7% | -19.0% | -19.4% |
| 6M | +13.6% | +12.5% | +1.0% | +7.6% |
| YTD | +16.5% | +8.4% | +8.1% | +12.1% |
| 1Y | +15.7% | +18.4% | -2.8% | +6.7% |
| 3Y | 0.0% | +123.3% | -123.4% | -31.1% |
| 5Y | +4.4% | +38.8% | -34.4% | -15.5% |
| 10Y | +201.4% | +169.3% | +32.1% | +79.7% |
| All | +201.4% | +167.1% | +34.3% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling