+4,890.6%
MCHP vs O
+5,367.1%
-476.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +2.8% | -0.6% | +3.3% | +3.0% |
| 30D | -12.8% | -2.0% | -10.9% | -12.2% |
| 3M | -19.2% | +3.0% | -22.2% | -20.8% |
| 6M | +14.5% | -3.6% | +18.2% | +15.4% |
| YTD | +17.1% | +12.1% | +5.1% | +10.6% |
| 1Y | +15.3% | +8.9% | +6.4% | +10.2% |
| 3Y | +0.5% | +30.3% | -29.9% | -12.0% |
| 5Y | +6.1% | +13.7% | -7.6% | -1.8% |
| 10Y | +192.2% | +50.3% | +142.0% | +132.2% |
| All | +4,890.6% | +5,367.1% | -476.6% | +778.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling