+128.2%
MCHP vs MGY
+210.4%
-82.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | 0.0% | +3.5% | -3.5% | -1.1% |
| 30D | -6.0% | +5.3% | -11.3% | -7.7% |
| 3M | -19.7% | +2.6% | -22.3% | -21.1% |
| 6M | +14.0% | -3.3% | +17.3% | +13.2% |
| YTD | +18.4% | +29.2% | -10.8% | +6.3% |
| 1Y | +17.1% | +18.0% | -0.9% | +8.2% |
| 3Y | +0.7% | +30.0% | -29.3% | -10.0% |
| 5Y | +5.1% | +92.7% | -87.6% | -20.0% |
| All | +128.2% | +210.4% | -82.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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