+41,921.5%
MCHP vs MTB
+3,410.5%
+38,511.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +2.8% | +2.8% | 0.0% | +1.5% |
| 30D | -12.8% | -4.2% | -8.7% | -11.1% |
| 3M | -19.2% | +7.8% | -27.0% | -22.2% |
| 6M | +14.5% | +14.8% | -0.3% | +7.2% |
| YTD | +17.1% | +20.8% | -3.7% | +7.0% |
| 1Y | +15.3% | +23.1% | -7.8% | +4.4% |
| 3Y | +0.5% | +114.8% | -114.4% | -29.1% |
| 5Y | +6.1% | +103.3% | -97.2% | -25.6% |
| 10Y | +192.2% | +173.0% | +19.3% | +70.0% |
| All | +41,921.5% | +3,410.5% | +38,511.0% | +9,268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling