+17.1%
MCHP vs O
+5.4%
+11.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.6% |
| 7D | 0.0% | -2.9% | +2.9% | -0.4% |
| 30D | -6.0% | -4.5% | -1.5% | -6.6% |
| 3M | -19.7% | -2.6% | -17.0% | -20.6% |
| 6M | +14.0% | -5.6% | +19.7% | +14.5% |
| YTD | +18.4% | +9.3% | +9.2% | +11.4% |
| 1Y | +17.1% | +4.3% | +12.8% | +10.8% |
| All | +17.1% | +5.4% | +11.7% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling