+40,890.7%
MCHP vs LOW
+14,363.0%
+26,527.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.5% |
| 7D | -2.1% | -2.6% | +0.5% | -0.9% |
| 30D | -11.1% | -11.1% | 0.0% | -6.4% |
| 3M | -18.1% | -8.5% | -9.6% | -15.2% |
| 6M | +10.8% | -20.8% | +31.6% | +21.8% |
| YTD | +14.2% | -17.2% | +31.5% | +22.9% |
| 1Y | +13.5% | -24.7% | +38.2% | +27.0% |
| 3Y | -2.0% | -9.7% | +7.7% | +1.5% |
| 5Y | +1.4% | +6.0% | -4.6% | -1.7% |
| 10Y | +195.5% | +230.5% | -35.0% | +76.1% |
| All | +40,890.7% | +14,363.0% | +26,527.6% | +5,256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling