+831.7%
MCHP vs PBR
+1,899.4%
-1,067.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | 0.0% | +5.4% | -5.3% | -1.3% |
| 30D | -6.0% | +22.9% | -28.9% | -10.9% |
| 3M | -19.7% | +19.6% | -39.3% | -23.7% |
| 6M | +14.0% | +16.5% | -2.4% | +8.5% |
| YTD | +18.4% | +86.7% | -68.2% | -0.3% |
| 1Y | +17.1% | +74.7% | -57.6% | 0.0% |
| 3Y | +0.7% | +102.6% | -101.9% | -17.8% |
| 5Y | +5.1% | +566.6% | -561.5% | -39.5% |
| 10Y | +206.3% | +686.1% | -479.8% | +50.0% |
| All | +831.7% | +1,899.4% | -1,067.6% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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