+3.0%
MCHP vs LOW
+5.4%
-2.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | 0.0% | -3.7% | +3.8% | +2.7% |
| 30D | -6.0% | -8.9% | +2.8% | -0.1% |
| 3M | -19.7% | -10.4% | -9.3% | -14.2% |
| 6M | +14.0% | -19.4% | +33.4% | +30.7% |
| YTD | +18.4% | -17.1% | +35.5% | +31.8% |
| 1Y | +17.1% | -26.3% | +43.4% | +42.1% |
| 3Y | +0.7% | -9.9% | +10.6% | +3.2% |
| All | +3.0% | +5.4% | -2.4% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling