-36.6%
MCHP vs P
+28.5%
-65.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +1.5% |
| 7D | -17.5% | -4.7% | -12.8% | -16.0% |
| 30D | -15.8% | -31.4% | +15.6% | -6.0% |
| 3M | -22.9% | -2.6% | -20.2% | -23.5% |
| 6M | -36.6% | +21.9% | -58.5% | -45.9% |
| All | -36.6% | +28.5% | -65.1% | -45.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling