+199.5%
MCHP vs O
+54.0%
+145.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | 0.0% | -2.9% | +2.9% | +1.4% |
| 30D | -6.0% | -4.5% | -1.5% | -4.0% |
| 3M | -19.7% | -2.6% | -17.0% | -19.3% |
| 6M | +14.0% | -5.6% | +19.7% | +16.1% |
| YTD | +18.4% | +9.3% | +9.2% | +12.0% |
| 1Y | +17.1% | +4.3% | +12.8% | +13.3% |
| 3Y | +0.7% | +27.4% | -26.7% | -13.3% |
| 5Y | +5.1% | +17.1% | -12.0% | -5.8% |
| All | +199.5% | +54.0% | +145.4% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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