-12.4%
MCHP vs PL
+46.3%
-58.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | -17.5% | +13.4% | -30.9% | -19.3% |
| 30D | -15.8% | -10.2% | -5.7% | -14.6% |
| 3M | -22.9% | -39.5% | +16.6% | -16.8% |
| 6M | -36.6% | -65.7% | +29.2% | -26.1% |
| YTD | -0.8% | -27.3% | +26.4% | -0.4% |
| 1Y | +16.5% | +15.0% | +1.5% | +7.2% |
| 3Y | -13.6% | +560.8% | -574.4% | -49.5% |
| 5Y | -17.0% | +38.4% | -55.4% | -45.4% |
| All | -12.4% | +46.3% | -58.7% | -42.7% |
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