-16.2%
MCHP vs PL
+455.3%
-471.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +10.4% | -20.4% | -11.6% |
| 7D | -24.6% | -6.8% | -17.7% | -23.8% |
| 30D | -25.2% | -29.3% | +4.1% | -21.4% |
| 3M | -21.1% | -44.8% | +23.7% | -14.2% |
| 6M | -42.7% | -68.4% | +25.7% | -33.5% |
| YTD | -6.9% | -36.4% | +29.5% | -4.0% |
| 1Y | +0.9% | +0.7% | +0.2% | -4.1% |
| 3Y | -16.2% | +455.3% | -471.5% | -49.0% |
| All | -16.2% | +455.3% | -471.5% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling