+188.9%
MCHP vs M
-10.0%
+198.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -0.7% |
| 7D | -2.1% | -8.8% | +6.7% | +0.2% |
| 30D | -11.1% | -16.4% | +5.3% | -6.9% |
| 3M | -18.1% | -10.8% | -7.3% | -15.8% |
| 6M | +10.8% | +16.1% | -5.3% | +6.1% |
| YTD | +14.2% | -5.3% | +19.5% | +14.9% |
| 1Y | +13.5% | +24.9% | -11.4% | +5.8% |
| 3Y | -2.0% | +97.5% | -99.6% | -21.4% |
| 5Y | +1.4% | +20.4% | -19.0% | -12.3% |
| All | +188.9% | -10.0% | +198.8% | +116.0% |
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