+6.0%
MCHP vs MP
+58.1%
-52.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.1% |
| 7D | +1.7% | -2.9% | +4.6% | +2.3% |
| 30D | -4.1% | +13.8% | -17.9% | -6.9% |
| 3M | -22.5% | -16.7% | -5.8% | -19.9% |
| 6M | +7.3% | -11.5% | +18.8% | +8.3% |
| YTD | +18.4% | +7.9% | +10.4% | +13.3% |
| 1Y | +18.1% | -15.0% | +33.2% | +15.5% |
| 3Y | -2.8% | +153.5% | -156.3% | -37.9% |
| All | +6.0% | +58.1% | -52.0% | -23.8% |
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