+775.4%
MCHP vs MKTX
+1,443.5%
-668.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -11.1% | +0.8% | -11.9% | -11.3% |
| 3M | -18.1% | +41.1% | -59.2% | -25.1% |
| 6M | +10.8% | -9.5% | +20.3% | +11.9% |
| YTD | +14.2% | -8.7% | +22.9% | +14.9% |
| 1Y | +13.5% | -10.0% | +23.4% | +14.1% |
| 3Y | -2.0% | -24.6% | +22.6% | -0.4% |
| 5Y | +1.4% | -60.3% | +61.7% | +18.4% |
| 10Y | +195.5% | +5.0% | +190.5% | +168.9% |
| All | +775.4% | +1,443.5% | -668.1% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling