+4,027.2%
MCHP vs MAR
+2,439.3%
+1,587.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | 0.0% |
| 7D | +2.8% | -1.7% | +4.5% | +3.6% |
| 30D | -12.8% | -6.9% | -5.9% | -9.8% |
| 3M | -19.2% | -15.8% | -3.4% | -12.9% |
| 6M | +14.5% | +1.9% | +12.6% | +12.4% |
| YTD | +17.1% | +6.6% | +10.5% | +12.4% |
| 1Y | +15.3% | +23.7% | -8.4% | +2.5% |
| 3Y | +0.5% | +64.6% | -64.1% | -20.8% |
| 5Y | +6.1% | +156.4% | -150.3% | -31.8% |
| 10Y | +192.2% | +415.4% | -223.1% | +33.0% |
| All | +4,027.2% | +2,439.3% | +1,587.8% | +812.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling