+133.4%
MCHP vs P
+691.2%
-557.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -22.6% | -13.3% | -9.2% | -18.4% |
| 30D | -20.1% | -34.0% | +13.8% | -7.8% |
| 3M | -25.4% | +4.1% | -29.5% | -28.4% |
| 6M | -38.4% | +30.5% | -68.9% | -46.6% |
| YTD | -3.7% | +52.2% | -55.9% | -22.8% |
| 1Y | +11.7% | +10.3% | +1.4% | -2.4% |
| 3Y | -16.1% | +180.9% | -197.0% | -55.7% |
| 5Y | -16.9% | +259.7% | -276.6% | -62.0% |
| 10Y | +133.4% | +652.6% | -519.2% | -17.0% |
| All | +133.4% | +691.2% | -557.7% | -17.0% |
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