-1.9%
MCHP vs MP
+154.2%
-156.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.2% |
| 7D | +1.7% | -2.9% | +4.6% | +2.2% |
| 30D | -4.1% | +13.8% | -17.9% | -6.1% |
| 3M | -22.5% | -16.7% | -5.8% | -21.0% |
| 6M | +7.3% | -11.5% | +18.8% | +7.8% |
| YTD | +18.4% | +7.9% | +10.4% | +15.1% |
| 1Y | +18.1% | -15.0% | +33.2% | +16.5% |
| All | -1.9% | +154.2% | -156.1% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling