+3.0%
MCHP vs MO
+99.8%
-96.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | 0.0% | +0.1% | -0.1% | +0.1% |
| 30D | -6.0% | +7.1% | -13.2% | -5.4% |
| 3M | -19.7% | -2.0% | -17.7% | -19.8% |
| 6M | +14.0% | +7.3% | +6.7% | +13.7% |
| YTD | +18.4% | +23.5% | -5.0% | +18.2% |
| 1Y | +17.1% | +11.0% | +6.1% | +17.2% |
| 3Y | +0.7% | +95.0% | -94.3% | -7.7% |
| All | +3.0% | +99.8% | -96.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 5y: compounded portfolio wealth divided by compounded MO 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…
5y analysis · Full analysis span regression · 6 months rolling