+42,373.8%
MCHP vs M
+344.7%
+42,029.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +0.7% |
| 7D | +1.7% | +4.7% | -3.0% | +0.3% |
| 30D | -4.1% | -9.6% | +5.6% | -1.2% |
| 3M | -22.5% | +0.9% | -23.4% | -22.9% |
| 6M | +7.3% | +22.3% | -15.0% | +0.7% |
| YTD | +18.4% | +6.5% | +11.9% | +15.1% |
| 1Y | +18.1% | +38.8% | -20.6% | +5.9% |
| 3Y | -2.8% | +115.9% | -118.7% | -26.5% |
| 5Y | +5.5% | +28.6% | -23.1% | -13.3% |
| 10Y | +185.8% | -2.5% | +188.4% | +104.6% |
| All | +42,373.8% | +344.7% | +42,029.1% | +13,716.9% |
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