+15.3%
MCHP vs MP
-11.6%
+26.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +2.8% | +3.0% | -0.3% | +2.2% |
| 30D | -12.8% | +8.3% | -21.2% | -14.2% |
| 3M | -19.2% | -3.8% | -15.4% | -19.9% |
| 6M | +14.5% | -4.9% | +19.5% | +12.9% |
| YTD | +17.1% | +9.6% | +7.5% | +14.3% |
| 1Y | +15.3% | -11.7% | +27.0% | +16.5% |
| All | +15.3% | -11.6% | +26.9% | +16.5% |
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