+199.5%
MCHP vs MAR
+450.9%
-251.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.6% |
| 7D | 0.0% | -0.5% | +0.6% | +0.4% |
| 30D | -6.0% | -5.4% | -0.6% | -2.9% |
| 3M | -19.7% | -15.5% | -4.2% | -11.9% |
| 6M | +14.0% | +3.0% | +11.1% | +10.4% |
| YTD | +18.4% | +8.5% | +9.9% | +10.7% |
| 1Y | +17.1% | +26.0% | -8.8% | -0.8% |
| 3Y | +0.7% | +68.6% | -67.9% | -27.4% |
| 5Y | +5.1% | +157.4% | -152.3% | -40.6% |
| All | +199.5% | +450.9% | -251.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling