+0.5%
MCHP vs MPC
+176.9%
-176.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.3% | -1.9% |
| 7D | +2.8% | +3.9% | -1.1% | +1.3% |
| 30D | -12.8% | +33.8% | -46.6% | -22.4% |
| 3M | -19.2% | +49.9% | -69.1% | -31.8% |
| 6M | +14.5% | +80.9% | -66.4% | -12.5% |
| YTD | +17.1% | +147.4% | -130.3% | -25.1% |
| 1Y | +15.3% | +123.2% | -107.9% | -22.7% |
| 3Y | +0.5% | +171.7% | -171.3% | -43.5% |
| All | +0.5% | +176.9% | -176.5% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling