-22.7%
MCHP vs MOD
+748.9%
-771.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +5.7% | -15.7% | -11.8% |
| 7D | -24.6% | -25.5% | +1.0% | -18.1% |
| 30D | -25.2% | -49.0% | +23.8% | -9.1% |
| 3M | -21.1% | -49.8% | +28.8% | -4.2% |
| 6M | -42.7% | -64.8% | +22.1% | -22.9% |
| YTD | -6.9% | -27.6% | +20.8% | -0.9% |
| 1Y | +0.9% | -35.2% | +36.1% | +9.6% |
| 3Y | -16.2% | +137.1% | -153.4% | -45.4% |
| All | -22.7% | +748.9% | -771.6% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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