-10.0%
MCHP vs MPC
+187.3%
-197.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.6% | +0.8% | +3.8% |
| 7D | -19.2% | -9.4% | -9.8% | -16.4% |
| 30D | -18.6% | -14.3% | -4.3% | -14.7% |
| 3M | -27.0% | +31.1% | -58.1% | -35.6% |
| 6M | -37.3% | +60.3% | -97.5% | -49.6% |
| YTD | -1.8% | +142.5% | -144.4% | -38.4% |
| 1Y | +12.1% | +104.6% | -92.5% | -22.6% |
| 3Y | -10.0% | +191.7% | -201.7% | -51.7% |
| All | -10.0% | +187.3% | -197.3% | -51.7% |
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