-17.3%
MCHP vs MP
-13.0%
-4.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.4% |
| 7D | +5.7% | +9.5% | -3.8% | +3.6% |
| 30D | -13.4% | -3.0% | -10.5% | -12.9% |
| 3M | -20.1% | -30.4% | +10.2% | -14.0% |
| 6M | -35.5% | -39.2% | +3.7% | -29.1% |
| YTD | -1.6% | -23.3% | +21.7% | +1.1% |
| 1Y | +15.5% | -32.6% | +48.1% | +21.3% |
| 3Y | -13.2% | +159.3% | -172.4% | -48.1% |
| All | -17.3% | -13.0% | -4.4% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling