+3.0%
MCHP vs MCO
+28.6%
-25.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +2.6% |
| 7D | 0.0% | -3.8% | +3.8% | +2.6% |
| 30D | -6.0% | -0.4% | -5.6% | -6.2% |
| 3M | -19.7% | +7.7% | -27.4% | -25.1% |
| 6M | +14.0% | +7.0% | +7.0% | +5.7% |
| YTD | +18.4% | -6.4% | +24.8% | +19.8% |
| 1Y | +17.1% | -7.6% | +24.7% | +19.0% |
| 3Y | +0.7% | +43.2% | -42.5% | -28.6% |
| All | +3.0% | +28.6% | -25.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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