+134.5%
MCHP vs MA
+567.5%
-432.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -1.6% |
| 7D | +5.7% | +1.3% | +4.4% | +4.7% |
| 30D | -13.4% | +9.6% | -23.0% | -19.3% |
| 3M | -20.1% | +16.8% | -36.9% | -29.3% |
| 6M | -35.5% | +35.2% | -70.7% | -50.1% |
| YTD | -1.6% | +16.6% | -18.1% | -15.1% |
| 1Y | +15.5% | +19.8% | -4.3% | -2.6% |
| 3Y | -13.2% | +70.7% | -83.9% | -44.7% |
| 5Y | -17.5% | +87.4% | -104.9% | -51.5% |
| All | +134.5% | +567.5% | -432.9% | -50.9% |
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