+0.7%
MCHP vs KEYS
+154.3%
-153.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +0.5% |
| 7D | 0.0% | +3.5% | -3.5% | -2.7% |
| 30D | -6.0% | -4.5% | -1.6% | -2.9% |
| 3M | -19.7% | -0.4% | -19.3% | -19.4% |
| 6M | +14.0% | +19.1% | -5.1% | +0.4% |
| YTD | +18.4% | +66.7% | -48.2% | -24.7% |
| 1Y | +17.1% | +96.5% | -79.4% | -36.5% |
| 3Y | +0.7% | +155.2% | -154.4% | -60.4% |
| All | +0.7% | +154.3% | -153.6% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling