+972.4%
MCHP vs ON
+199.0%
+773.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.1% |
| 7D | +1.7% | +2.4% | -0.7% | +0.8% |
| 30D | -4.1% | -3.3% | -0.8% | -2.8% |
| 3M | -22.5% | -43.6% | +21.1% | -5.0% |
| 6M | +7.3% | +19.0% | -11.7% | -0.6% |
| YTD | +18.4% | +37.4% | -19.0% | +4.2% |
| 1Y | +18.1% | +54.8% | -36.6% | -0.2% |
| 3Y | -2.8% | -25.2% | +22.4% | +4.9% |
| 5Y | +5.5% | +62.7% | -57.2% | -12.0% |
| 10Y | +185.8% | +574.3% | -388.5% | +55.5% |
| All | +972.4% | +199.0% | +773.4% | +368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling