+199.5%
MCHP vs MKTX
+5.0%
+194.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -6.0% | +0.7% | -6.8% | -6.2% |
| 3M | -19.7% | +40.8% | -60.5% | -27.2% |
| 6M | +14.0% | -8.0% | +22.0% | +15.5% |
| YTD | +18.4% | -8.7% | +27.2% | +19.9% |
| 1Y | +17.1% | -11.8% | +28.9% | +19.3% |
| 3Y | +0.7% | -24.0% | +24.7% | +2.5% |
| 5Y | +5.1% | -60.3% | +65.4% | +28.4% |
| All | +199.5% | +5.0% | +194.4% | +183.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling