+4.4%
MCHP vs PINS
-66.4%
+70.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.7% | +1.9% |
| 7D | +0.3% | -13.9% | +14.2% | +4.2% |
| 30D | -9.8% | -25.0% | +15.2% | -3.1% |
| 3M | -19.7% | -16.6% | -3.1% | -16.6% |
| 6M | +13.6% | -7.0% | +20.5% | +13.5% |
| YTD | +16.5% | -29.4% | +45.9% | +24.4% |
| 1Y | +15.7% | -49.9% | +65.6% | +35.0% |
| 3Y | 0.0% | -33.6% | +33.6% | +4.4% |
| 5Y | +4.4% | -66.8% | +71.3% | +8.8% |
| All | +4.4% | -66.4% | +70.8% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling