+6.1%
MCHP vs KEY
+39.4%
-33.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.2% |
| 7D | +2.8% | +2.7% | 0.0% | +1.5% |
| 30D | -12.8% | -3.2% | -9.6% | -11.5% |
| 3M | -19.2% | +1.0% | -20.2% | -19.6% |
| 6M | +14.5% | +11.9% | +2.7% | +8.9% |
| YTD | +17.1% | +8.7% | +8.4% | +12.5% |
| 1Y | +15.3% | +18.5% | -3.1% | +6.4% |
| 3Y | +0.5% | +124.0% | -123.5% | -28.1% |
| 5Y | +6.1% | +40.8% | -34.7% | -4.1% |
| All | +6.1% | +39.4% | -33.3% | -4.1% |
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