-17.0%
MCHP vs PAAS
+58.4%
-75.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.3% |
| 7D | -17.5% | -5.2% | -12.4% | -16.5% |
| 30D | -15.8% | -13.9% | -1.9% | -13.0% |
| 3M | -22.9% | -23.8% | +0.9% | -18.2% |
| 6M | -36.6% | -36.4% | -0.2% | -30.4% |
| YTD | -0.8% | -23.4% | +22.5% | +3.2% |
| 1Y | +16.5% | +5.6% | +10.9% | +12.6% |
| 3Y | -13.6% | +209.7% | -223.3% | -36.4% |
| 5Y | -17.0% | +55.6% | -72.6% | -33.1% |
| All | -17.0% | +58.4% | -75.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 5y: compounded portfolio wealth divided by compounded PAAS 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…
5y analysis · Full analysis span regression · 6 months rolling