+488.4%
MCHP vs MPC
+2,977.1%
-2,488.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.7% | +5.4% | -3.7% | -0.2% |
| 30D | -4.1% | +31.0% | -35.1% | -13.1% |
| 3M | -22.5% | +46.0% | -68.5% | -32.7% |
| 6M | +7.3% | +77.3% | -70.0% | -13.9% |
| YTD | +18.4% | +141.9% | -123.5% | -15.7% |
| 1Y | +18.1% | +120.9% | -102.8% | -13.4% |
| 3Y | -2.8% | +182.7% | -185.5% | -35.4% |
| 5Y | +5.5% | +646.4% | -640.9% | -50.9% |
| 10Y | +185.8% | +1,138.7% | -952.9% | +5.0% |
| All | +488.4% | +2,977.1% | -2,488.7% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling