-13.2%
MCHP vs O
+39.0%
-52.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +5.7% | -0.4% | +6.1% | +5.8% |
| 30D | -13.4% | +7.1% | -20.6% | -14.6% |
| 3M | -20.1% | -5.2% | -14.9% | -19.3% |
| 6M | -35.5% | -1.8% | -33.7% | -35.8% |
| YTD | -1.6% | +9.1% | -10.6% | -5.6% |
| 1Y | +15.5% | +9.7% | +5.8% | +10.5% |
| 3Y | -13.2% | +39.1% | -52.3% | -28.9% |
| All | -13.2% | +39.0% | -52.2% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling