+730.9%
MCHP vs MSCI
+2,756.4%
-2,025.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | -4.1% | +0.6% | -4.6% | -4.5% |
| 3M | -22.5% | -7.1% | -15.4% | -21.2% |
| 6M | +7.3% | +0.8% | +6.5% | +4.6% |
| YTD | +18.4% | +1.0% | +17.4% | +14.7% |
| 1Y | +18.1% | +4.3% | +13.8% | +12.0% |
| 3Y | -2.8% | +9.9% | -12.7% | -10.9% |
| 5Y | +5.5% | -6.8% | +12.3% | +2.9% |
| 10Y | +185.8% | +614.7% | -428.8% | +29.3% |
| All | +730.9% | +2,756.4% | -2,025.5% | +136.0% |
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