+3.0%
MCHP vs OMC
+30.5%
-27.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.9% |
| 7D | 0.0% | -4.4% | +4.4% | +2.2% |
| 30D | -6.0% | -7.6% | +1.6% | -2.8% |
| 3M | -19.7% | +4.5% | -24.2% | -23.0% |
| 6M | +14.0% | -0.3% | +14.3% | +11.7% |
| YTD | +18.4% | -0.1% | +18.6% | +13.7% |
| 1Y | +17.1% | +4.6% | +12.5% | +7.5% |
| 3Y | +0.7% | +10.5% | -9.8% | -12.8% |
| All | +3.0% | +30.5% | -27.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 5y: compounded portfolio wealth divided by compounded OMC 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…
5y analysis · Full analysis span regression · 6 months rolling