+15.7%
MCHP vs MA
-1.9%
+17.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +0.3% | -3.5% | +3.9% | +0.1% |
| 30D | -9.8% | +0.8% | -10.5% | -9.7% |
| 3M | -19.7% | +14.8% | -34.5% | -20.8% |
| 6M | +13.6% | +10.0% | +3.6% | +13.8% |
| YTD | +16.5% | -0.1% | +16.6% | +25.4% |
| All | +15.7% | -1.9% | +17.6% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling