-16.9%
MCHP vs MA
+93.9%
-110.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | -22.6% | +1.8% | -24.4% | -23.4% |
| 30D | -20.1% | +11.8% | -32.0% | -26.1% |
| 3M | -25.4% | +17.2% | -42.6% | -33.5% |
| 6M | -38.4% | +33.4% | -71.8% | -51.3% |
| YTD | -3.7% | +16.1% | -19.9% | -15.2% |
| 1Y | +11.7% | +19.9% | -8.2% | -4.3% |
| 3Y | -16.1% | +70.1% | -86.2% | -46.6% |
| 5Y | -16.9% | +89.6% | -106.5% | -52.2% |
| All | -16.9% | +93.9% | -110.8% | -52.2% |
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