+134.5%
MCHP vs P
+652.0%
-517.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | +5.7% | +11.6% | -5.9% | +1.5% |
| 30D | -13.4% | -23.7% | +10.2% | -5.1% |
| 3M | -20.1% | -8.0% | -12.2% | -19.3% |
| 6M | -35.5% | +27.9% | -63.4% | -43.5% |
| YTD | -1.6% | +61.2% | -62.7% | -22.7% |
| 1Y | +15.5% | +28.6% | -13.1% | -5.0% |
| 3Y | -13.2% | +200.5% | -213.6% | -55.4% |
| 5Y | -17.5% | +282.9% | -300.4% | -63.2% |
| All | +134.5% | +652.0% | -517.5% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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