+108.6%
MCHP vs PENG
+710.3%
-601.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -0.3% |
| 7D | -2.1% | 0.0% | -2.1% | -2.2% |
| 30D | -11.1% | -15.2% | +4.1% | -6.5% |
| 3M | -18.1% | -16.9% | -1.2% | -15.7% |
| 6M | +10.8% | +161.5% | -150.8% | -25.2% |
| YTD | +14.2% | +148.6% | -134.3% | -22.2% |
| 1Y | +13.5% | +89.6% | -76.2% | -16.3% |
| 3Y | -2.0% | +99.8% | -101.8% | -36.4% |
| 5Y | +1.4% | +100.9% | -99.5% | -36.3% |
| All | +108.6% | +710.3% | -601.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling