+0.5%
MCHP vs MA
+40.0%
-39.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.3% |
| 7D | +2.8% | -1.8% | +4.5% | +3.7% |
| 30D | -12.8% | +1.4% | -14.2% | -13.7% |
| 3M | -19.2% | +17.7% | -36.9% | -28.0% |
| 6M | +14.5% | +9.7% | +4.9% | +6.5% |
| YTD | +17.1% | +0.5% | +16.6% | +17.2% |
| 1Y | +15.3% | -2.1% | +17.4% | +17.8% |
| 3Y | +0.5% | +40.1% | -39.6% | -16.8% |
| All | +0.5% | +40.0% | -39.6% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling