+44.3%
MCHP vs PINS
-19.4%
+63.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +5.7% | +1.0% | +4.7% | +5.4% |
| 30D | -13.4% | -12.0% | -1.4% | -10.3% |
| 3M | -20.1% | -17.9% | -2.2% | -16.2% |
| 6M | -35.5% | -1.0% | -34.5% | -36.5% |
| YTD | -1.6% | -26.0% | +24.5% | +3.3% |
| 1Y | +15.5% | -28.5% | +43.9% | +22.5% |
| 3Y | -13.2% | -39.2% | +26.0% | -7.0% |
| 5Y | -17.5% | -58.3% | +40.9% | -10.0% |
| All | +44.3% | -19.4% | +63.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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