+199.5%
MCHP vs KEYS
+1,049.9%
-850.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +0.6% |
| 7D | 0.0% | +3.5% | -3.5% | -2.6% |
| 30D | -6.0% | -4.5% | -1.6% | -3.0% |
| 3M | -19.7% | -0.4% | -19.3% | -19.4% |
| 6M | +14.0% | +19.1% | -5.1% | +0.1% |
| YTD | +18.4% | +66.7% | -48.2% | -23.4% |
| 1Y | +17.1% | +96.5% | -79.4% | -34.0% |
| 3Y | +0.7% | +155.2% | -154.4% | -53.7% |
| 5Y | +5.1% | +88.0% | -82.9% | -39.4% |
| All | +199.5% | +1,049.9% | -850.4% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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