+67.5%
MCHP vs PINS
-20.9%
+88.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.7% |
| 7D | -2.1% | -9.9% | +7.8% | +0.6% |
| 30D | -11.1% | -20.9% | +9.8% | -5.5% |
| 3M | -18.1% | -13.7% | -4.4% | -15.6% |
| 6M | +10.8% | -3.0% | +13.8% | +9.4% |
| YTD | +14.2% | -27.5% | +41.7% | +20.9% |
| 1Y | +13.5% | -46.8% | +60.2% | +30.0% |
| 3Y | -2.0% | -31.8% | +29.8% | +1.2% |
| 5Y | +1.4% | -65.4% | +66.8% | +15.9% |
| All | +67.5% | -20.9% | +88.4% | +13.5% |
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