+0.5%
MCHP vs M
+120.4%
-120.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.1% |
| 7D | +2.8% | +2.4% | +0.4% | +1.9% |
| 30D | -12.8% | -11.6% | -1.2% | -8.9% |
| 3M | -19.2% | +1.6% | -20.8% | -20.0% |
| 6M | +14.5% | +25.2% | -10.7% | +4.9% |
| YTD | +17.1% | +3.8% | +13.4% | +14.1% |
| 1Y | +15.3% | +36.3% | -21.0% | +0.8% |
| 3Y | +0.5% | +116.3% | -115.9% | -34.0% |
| All | +0.5% | +120.4% | -120.0% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling