+199.5%
MCHP vs MTB
+173.8%
+25.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -6.0% | -4.8% | -1.2% | -3.6% |
| 3M | -19.7% | +6.0% | -25.6% | -22.4% |
| 6M | +14.0% | +19.6% | -5.6% | +3.4% |
| YTD | +18.4% | +21.5% | -3.1% | +6.3% |
| 1Y | +17.1% | +24.7% | -7.6% | +3.7% |
| 3Y | +0.7% | +108.6% | -107.9% | -30.8% |
| 5Y | +5.1% | +106.7% | -101.6% | -30.1% |
| All | +199.5% | +173.8% | +25.6% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling