+1.4%
MCHP vs MET
+82.5%
-81.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.8% |
| 7D | -2.1% | -2.5% | +0.4% | -0.4% |
| 30D | -11.1% | 0.0% | -11.1% | -11.3% |
| 3M | -18.1% | +13.1% | -31.1% | -26.3% |
| 6M | +10.8% | +39.0% | -28.2% | -15.5% |
| YTD | +14.2% | +25.2% | -10.9% | -6.1% |
| 1Y | +13.5% | +25.6% | -12.2% | -7.3% |
| 3Y | -2.0% | +67.1% | -69.1% | -34.0% |
| 5Y | +1.4% | +85.1% | -83.7% | -35.4% |
| All | +1.4% | +82.5% | -81.2% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling