+240.9%
MCHP vs P
+526.5%
-285.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +1.5% |
| 7D | -17.5% | -4.7% | -12.8% | -16.1% |
| 30D | -15.8% | -31.4% | +15.6% | -5.1% |
| 3M | -22.9% | -2.6% | -20.2% | -23.6% |
| 6M | -36.6% | +21.9% | -58.5% | -42.8% |
| YTD | -0.8% | +58.9% | -59.8% | -19.9% |
| 1Y | +16.5% | +21.7% | -5.2% | -0.3% |
| 3Y | -13.6% | +193.3% | -206.9% | -51.5% |
| 5Y | -17.0% | +275.1% | -292.1% | -58.6% |
| 10Y | +137.7% | +655.3% | -517.6% | -8.3% |
| All | +240.9% | +526.5% | -285.6% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling