+4.4%
MCHP vs MA
+66.7%
-62.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +0.3% | -3.5% | +3.9% | +2.8% |
| 30D | -9.8% | +0.8% | -10.5% | -10.5% |
| 3M | -19.7% | +14.8% | -34.5% | -28.6% |
| 6M | +13.6% | +10.0% | +3.6% | +3.2% |
| YTD | +16.5% | -0.1% | +16.6% | +14.2% |
| 1Y | +15.7% | -2.2% | +17.9% | +15.1% |
| 3Y | 0.0% | +39.3% | -39.3% | -25.3% |
| 5Y | +4.4% | +66.3% | -61.9% | -31.9% |
| All | +4.4% | +66.7% | -62.3% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling