+29.9%
MCHP vs MULL
+444.9%
-414.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.8% | +10.5% | -1.2% |
| 7D | -5.4% | -35.9% | +30.5% | +0.8% |
| 30D | -7.5% | -47.3% | +39.8% | +0.9% |
| 3M | -6.0% | -30.6% | +24.5% | -2.7% |
| 6M | -20.1% | +13.7% | -33.8% | -25.9% |
| YTD | +20.2% | +272.1% | -251.9% | -7.8% |
| 1Y | +29.9% | +475.1% | -445.1% | -4.7% |
| All | +29.9% | +444.9% | -414.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling