-2.8%
MCHP vs LOW
-10.3%
+7.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.3% |
| 7D | -2.1% | -2.6% | +0.5% | -0.5% |
| 30D | -11.1% | -11.1% | 0.0% | -4.6% |
| 3M | -18.1% | -8.5% | -9.6% | -14.3% |
| 6M | +10.8% | -20.8% | +31.6% | +27.3% |
| YTD | +14.2% | -17.2% | +31.5% | +25.8% |
| 1Y | +13.5% | -24.7% | +38.2% | +34.1% |
| All | -2.8% | -10.3% | +7.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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