+133.4%
MCHP vs MPC
+1,105.8%
-972.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -22.6% | -8.8% | -13.7% | -19.6% |
| 30D | -20.1% | -14.4% | -5.8% | -15.5% |
| 3M | -25.4% | +21.9% | -47.4% | -31.9% |
| 6M | -38.4% | +60.1% | -98.6% | -50.2% |
| YTD | -3.7% | +142.3% | -146.0% | -35.7% |
| 1Y | +11.7% | +101.7% | -90.0% | -19.6% |
| 3Y | -16.1% | +184.8% | -200.9% | -48.6% |
| 5Y | -16.9% | +564.6% | -581.5% | -65.2% |
| 10Y | +133.4% | +1,098.3% | -964.9% | -22.6% |
| All | +133.4% | +1,105.8% | -972.3% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling