-13.3%
MCHP vs PL
+46.6%
-59.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +14.5% | -9.1% | +3.0% |
| 7D | -19.2% | +10.9% | -30.1% | -20.7% |
| 30D | -18.6% | -16.4% | -2.2% | -16.4% |
| 3M | -26.9% | -39.9% | +13.0% | -21.2% |
| 6M | -37.2% | -63.2% | +25.9% | -27.7% |
| YTD | -1.8% | -27.1% | +25.3% | -1.4% |
| 1Y | +12.1% | +12.2% | 0.0% | +3.5% |
| 3Y | -10.0% | +584.3% | -594.3% | -47.8% |
| 5Y | -17.3% | +37.0% | -54.3% | -45.5% |
| All | -13.3% | +46.6% | -59.9% | -43.3% |
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