+0.7%
MCHP vs OKLO
+249.6%
-248.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.2% | +12.8% | +4.6% |
| 7D | 0.0% | -12.2% | +12.3% | +1.3% |
| 30D | -6.0% | -19.7% | +13.7% | -4.1% |
| 3M | -19.7% | -37.4% | +17.7% | -16.2% |
| 6M | +14.0% | -42.3% | +56.3% | +19.0% |
| YTD | +18.4% | -49.5% | +68.0% | +24.3% |
| 1Y | +17.1% | -54.7% | +71.8% | +22.5% |
| 3Y | +0.7% | +249.6% | -248.9% | -19.3% |
| All | +0.7% | +249.6% | -248.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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