-16.9%
MCHP vs M
+0.1%
-17.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -22.6% | +5.0% | -27.6% | -23.8% |
| 30D | -20.1% | +10.6% | -30.8% | -22.9% |
| 3M | -25.4% | +1.6% | -27.0% | -26.0% |
| 6M | -38.4% | +30.8% | -69.3% | -44.4% |
| YTD | -3.7% | +16.9% | -20.6% | -10.1% |
| 1Y | +11.7% | +26.3% | -14.5% | +1.1% |
| 3Y | -16.1% | +158.6% | -174.7% | -44.8% |
| 5Y | -16.9% | +2.1% | -19.0% | -31.6% |
| All | -16.9% | +0.1% | -17.0% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling