+29.9%
MCHP vs MKTX
+5.4%
+24.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | -5.4% | +0.5% | -5.9% | -5.4% |
| 30D | -7.5% | +1.0% | -8.5% | -7.6% |
| 3M | -6.0% | +2.5% | -8.5% | -6.1% |
| 6M | -20.1% | +8.0% | -28.1% | -19.1% |
| YTD | +20.2% | -7.3% | +27.5% | +22.1% |
| 1Y | +29.9% | +4.7% | +25.3% | +33.7% |
| All | +29.9% | +5.4% | +24.6% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling