+29.9%
MCHP vs MPC
+122.9%
-93.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.1% | +4.8% | -4.3% |
| 7D | -5.4% | -10.9% | +5.5% | -6.7% |
| 30D | -7.5% | -9.4% | +1.9% | -8.8% |
| 3M | -6.0% | +26.0% | -32.0% | -3.8% |
| 6M | -20.1% | +56.5% | -76.6% | -16.1% |
| YTD | +20.2% | +144.3% | -124.0% | +31.5% |
| 1Y | +29.9% | +117.2% | -87.3% | +40.4% |
| All | +29.9% | +122.9% | -93.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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