+136.1%
MCHP vs MA
+558.8%
-422.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.8% |
| 7D | -4.3% | -0.5% | -3.8% | -3.9% |
| 30D | -16.3% | +7.9% | -24.2% | -21.0% |
| 3M | -21.4% | +16.8% | -38.2% | -30.4% |
| 6M | -35.8% | +31.0% | -66.7% | -49.0% |
| YTD | -0.9% | +15.0% | -16.0% | -13.7% |
| 1Y | +14.5% | +17.0% | -2.5% | -1.7% |
| 3Y | -13.7% | +68.5% | -82.1% | -44.4% |
| 5Y | -16.9% | +85.0% | -101.9% | -50.7% |
| All | +136.1% | +558.8% | -422.8% | -50.1% |
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