+29.9%
MCHP vs MP
-35.7%
+65.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -2.1% |
| 7D | -5.4% | -12.5% | +7.2% | -2.5% |
| 30D | -7.5% | -23.3% | +15.8% | -2.1% |
| 3M | -6.0% | -24.4% | +18.3% | -0.7% |
| 6M | -20.1% | -45.8% | +25.7% | -12.0% |
| YTD | +20.2% | -28.9% | +49.2% | +27.8% |
| 1Y | +29.9% | -34.6% | +64.5% | +38.9% |
| All | +29.9% | -35.7% | +65.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling