+1.4%
MCHP vs MAR
+151.1%
-149.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.4% |
| 7D | -2.1% | -2.1% | 0.0% | -0.6% |
| 30D | -11.1% | -5.7% | -5.5% | -7.4% |
| 3M | -18.1% | -14.6% | -3.5% | -9.2% |
| 6M | +10.8% | +1.3% | +9.4% | +7.1% |
| YTD | +14.2% | +6.7% | +7.5% | +5.6% |
| 1Y | +13.5% | +26.4% | -13.0% | -9.2% |
| 3Y | -2.0% | +64.7% | -66.7% | -35.5% |
| 5Y | +1.4% | +153.1% | -151.7% | -48.6% |
| All | +1.4% | +151.1% | -149.7% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling