+847.0%
MCHP vs MET
+1,269.7%
-422.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.2% |
| 7D | +2.8% | +1.1% | +1.6% | +2.3% |
| 30D | -12.8% | -2.3% | -10.5% | -12.1% |
| 3M | -19.2% | +13.9% | -33.1% | -23.7% |
| 6M | +14.5% | +34.8% | -20.3% | +1.2% |
| YTD | +17.1% | +23.5% | -6.4% | +6.8% |
| 1Y | +15.3% | +23.4% | -8.1% | +5.2% |
| 3Y | +0.5% | +64.9% | -64.4% | -16.8% |
| 5Y | +6.1% | +82.0% | -76.0% | -15.3% |
| 10Y | +192.2% | +244.4% | -52.1% | +85.0% |
| All | +847.0% | +1,269.7% | -422.7% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling