+15.7%
MCHP vs MPC
+122.7%
-107.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +0.3% | +3.2% | -2.9% | +0.5% |
| 30D | -9.8% | +25.0% | -34.8% | -9.0% |
| 3M | -19.7% | +55.2% | -74.9% | -18.5% |
| 6M | +13.6% | +86.4% | -72.8% | +14.4% |
| YTD | +16.5% | +148.5% | -131.9% | +13.7% |
| 1Y | +15.7% | +121.7% | -106.0% | +14.1% |
| All | +15.7% | +122.7% | -107.0% | +14.1% |
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