+3.4%
MCHP vs PL
+81.7%
-78.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | +2.8% | -7.5% | +10.3% | +4.0% |
| 30D | -12.8% | -25.6% | +12.7% | -8.7% |
| 3M | -19.2% | -45.6% | +26.4% | -11.6% |
| 6M | +14.5% | -29.5% | +44.1% | +17.8% |
| YTD | +17.1% | -9.7% | +26.8% | +14.2% |
| 1Y | +15.3% | +84.4% | -69.1% | -2.1% |
| 3Y | +0.5% | +550.0% | -549.5% | -40.7% |
| 5Y | +6.1% | +79.0% | -72.9% | -32.5% |
| All | +3.4% | +81.7% | -78.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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