+306.9%
MCHP vs P
+485.4%
-178.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.0% |
| 7D | +1.7% | +6.5% | -4.8% | -0.5% |
| 30D | -4.1% | +18.8% | -22.9% | -10.7% |
| 3M | -22.5% | +26.7% | -49.3% | -29.4% |
| 6M | +7.3% | +62.2% | -54.9% | -11.5% |
| YTD | +18.4% | +48.5% | -30.1% | -1.0% |
| 1Y | +18.1% | +26.4% | -8.3% | +0.6% |
| 3Y | -2.8% | +159.4% | -162.2% | -42.3% |
| 5Y | +5.5% | +275.8% | -270.3% | -46.8% |
| 10Y | +185.8% | +732.0% | -546.2% | +12.6% |
| All | +306.9% | +485.4% | -178.4% | +60.5% |
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 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