+199.5%
MCHP vs MET
+249.3%
-49.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.4% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | -6.0% | +0.5% | -6.5% | -6.5% |
| 3M | -19.7% | +11.6% | -31.3% | -26.4% |
| 6M | +14.0% | +40.8% | -26.8% | -11.0% |
| YTD | +18.4% | +25.7% | -7.2% | -0.7% |
| 1Y | +17.1% | +24.4% | -7.3% | -1.3% |
| 3Y | +0.7% | +67.5% | -66.7% | -29.4% |
| 5Y | +5.1% | +85.8% | -80.7% | -31.7% |
| All | +199.5% | +249.3% | -49.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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