+199.5%
MCHP vs ON
+655.4%
-455.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.5% | -4.8% | -1.8% |
| 7D | 0.0% | +2.4% | -2.3% | -1.7% |
| 30D | -6.0% | -8.6% | +2.6% | -0.7% |
| 3M | -19.7% | -34.3% | +14.7% | +2.2% |
| 6M | +14.0% | +28.5% | -14.5% | -8.3% |
| YTD | +18.4% | +40.6% | -22.2% | -10.5% |
| 1Y | +17.1% | +55.3% | -38.2% | -17.2% |
| 3Y | +0.7% | -22.2% | +22.9% | +2.9% |
| 5Y | +5.1% | +62.4% | -57.3% | -36.2% |
| All | +199.5% | +655.4% | -455.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling