+188.9%
MCHP vs MA
+514.8%
-325.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -2.1% | -3.5% | +1.4% | +0.5% |
| 30D | -11.1% | +0.7% | -11.8% | -11.8% |
| 3M | -18.1% | +15.8% | -33.9% | -28.1% |
| 6M | +10.8% | +10.2% | +0.6% | -0.2% |
| YTD | +14.2% | -0.5% | +14.7% | +11.2% |
| 1Y | +13.5% | -1.8% | +15.3% | +11.4% |
| 3Y | -2.0% | +38.7% | -40.7% | -26.8% |
| 5Y | +1.4% | +67.6% | -66.2% | -35.4% |
| All | +188.9% | +514.8% | -325.9% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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