+686.5%
MCHP vs MA
+15,793.6%
-15,107.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +2.0% |
| 7D | +1.7% | -2.7% | +4.4% | +3.1% |
| 30D | -4.1% | +1.5% | -5.6% | -5.2% |
| 3M | -22.5% | +20.4% | -42.9% | -30.3% |
| 6M | +7.3% | +11.1% | -3.9% | -0.1% |
| YTD | +18.4% | +2.0% | +16.4% | +15.0% |
| 1Y | +18.1% | -2.2% | +20.3% | +17.1% |
| 3Y | -2.8% | +41.9% | -44.7% | -19.7% |
| 5Y | +5.5% | +75.4% | -69.9% | -21.2% |
| 10Y | +185.8% | +527.5% | -341.7% | +30.0% |
| All | +686.5% | +15,793.6% | -15,107.1% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling