+6.1%
MCHP vs PAAS
+117.9%
-111.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.8% | +2.0% | +0.8% | +2.3% |
| 30D | -12.8% | -0.1% | -12.8% | -13.1% |
| 3M | -19.2% | +8.2% | -27.4% | -20.9% |
| 6M | +14.5% | -13.8% | +28.3% | +17.0% |
| YTD | +17.1% | -0.6% | +17.8% | +15.1% |
| 1Y | +15.3% | +44.0% | -28.7% | +3.4% |
| 3Y | +0.5% | +246.6% | -246.1% | -28.1% |
| 5Y | +6.1% | +116.1% | -110.0% | -20.3% |
| All | +6.1% | +117.9% | -111.8% | -20.3% |
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