+42,391.0%
MCHP vs MO
+8,879.1%
+33,511.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -6.0% | +7.1% | -13.2% | -7.2% |
| 3M | -19.7% | -2.0% | -17.7% | -19.9% |
| 6M | +14.0% | +7.3% | +6.7% | +11.6% |
| YTD | +18.4% | +23.5% | -5.0% | +12.7% |
| 1Y | +17.1% | +11.0% | +6.1% | +13.4% |
| 3Y | +0.7% | +95.0% | -94.3% | -13.6% |
| 5Y | +5.1% | +100.6% | -95.5% | -11.0% |
| 10Y | +206.3% | +114.5% | +91.8% | +151.7% |
| All | +42,391.0% | +8,879.1% | +33,511.9% | +24,746.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling