-17.3%
MCHP vs KEY
+13.1%
-30.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.9% |
| 7D | +5.7% | +2.9% | +2.8% | +4.3% |
| 30D | -13.4% | +8.4% | -21.9% | -16.5% |
| 3M | -20.1% | -5.8% | -14.4% | -17.8% |
| 6M | -35.5% | +5.4% | -41.0% | -37.0% |
| YTD | -1.6% | +7.1% | -8.6% | -4.6% |
| 1Y | +15.5% | +26.8% | -11.3% | +3.6% |
| 3Y | -13.2% | +128.7% | -141.9% | -37.8% |
| All | -17.3% | +13.1% | -30.5% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling