+188.9%
MCHP vs P
+684.8%
-495.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -0.9% |
| 7D | -2.1% | -4.1% | +2.0% | -0.6% |
| 30D | -11.1% | -14.0% | +2.8% | -6.9% |
| 3M | -18.1% | +41.4% | -59.5% | -28.9% |
| 6M | +10.8% | +54.2% | -43.4% | -8.6% |
| YTD | +14.2% | +40.4% | -26.2% | -4.2% |
| 1Y | +13.5% | +16.0% | -2.5% | -1.9% |
| 3Y | -2.0% | +140.7% | -142.7% | -43.9% |
| 5Y | +1.4% | +256.3% | -254.9% | -52.6% |
| All | +188.9% | +684.8% | -495.9% | +4.5% |
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