+35,221.4%
MCHP vs M
+380.7%
+34,840.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.1% |
| 7D | +5.7% | +7.0% | -1.3% | +3.6% |
| 30D | -13.4% | +8.9% | -22.3% | -15.5% |
| 3M | -20.1% | +4.5% | -24.6% | -21.3% |
| 6M | -35.5% | +36.2% | -71.7% | -41.4% |
| YTD | -1.6% | +15.1% | -16.7% | -6.5% |
| 1Y | +15.5% | +27.4% | -12.0% | +6.1% |
| 3Y | -13.2% | +160.1% | -173.3% | -37.7% |
| 5Y | -17.5% | -1.6% | -15.9% | -26.4% |
| 10Y | +136.0% | -7.7% | +143.6% | +72.4% |
| All | +35,221.4% | +380.7% | +34,840.7% | +11,120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling