+575.9%
MCHP vs MSCI
+3,174.4%
-2,598.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.6% |
| 7D | -22.6% | +2.7% | -25.2% | -23.4% |
| 30D | -20.1% | +16.2% | -36.4% | -25.3% |
| 3M | -25.4% | +17.1% | -42.5% | -30.7% |
| 6M | -38.4% | +13.0% | -51.5% | -42.9% |
| YTD | -3.7% | +15.8% | -19.5% | -12.3% |
| 1Y | +11.7% | +15.5% | -3.8% | +1.7% |
| 3Y | -16.1% | +32.3% | -48.4% | -29.4% |
| 5Y | -16.9% | +8.2% | -25.1% | -24.1% |
| 10Y | +133.4% | +800.7% | -667.3% | -3.9% |
| All | +575.9% | +3,174.4% | -2,598.5% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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