+136.3%
MCHP vs M
-6.5%
+142.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.2% |
| 7D | -17.5% | -3.3% | -14.2% | -16.6% |
| 30D | -15.8% | +8.1% | -23.9% | -17.5% |
| 3M | -22.9% | +2.2% | -25.1% | -23.4% |
| 6M | -36.6% | +35.1% | -71.7% | -41.6% |
| YTD | -0.8% | +15.8% | -16.7% | -5.5% |
| 1Y | +16.5% | +25.8% | -9.3% | +8.5% |
| 3Y | -13.6% | +156.2% | -169.8% | -35.2% |
| 5Y | -17.0% | -2.4% | -14.7% | -25.8% |
| All | +136.3% | -6.5% | +142.8% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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